+273.8%
ROIV vs CAPR
+108.3%
+165.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.5% | +6.0% |
| 7D | +5.3% | +41.1% | -35.7% | +4.3% |
| 30D | +11.9% | +11.1% | +0.8% | +11.4% |
| 3M | +10.7% | +115.3% | -104.6% | +7.6% |
| 6M | +34.9% | -73.8% | +108.7% | +37.2% |
| YTD | +79.2% | -68.8% | +148.0% | +81.1% |
| 1Y | +89.0% | +43.3% | +45.7% | +72.0% |
| 3Y | +337.3% | +214.7% | +122.7% | +216.1% |
| 5Y | +402.3% | +141.3% | +261.0% | +254.6% |
| All | +273.8% | +108.3% | +165.5% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling