+389.2%
ROIV vs CAPR
+172.3%
+216.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.8% | -1.0% |
| 7D | +1.7% | +5.9% | -4.2% | +1.4% |
| 30D | +17.6% | +44.6% | -27.0% | +16.2% |
| 3M | +9.0% | +126.4% | -117.4% | +5.7% |
| 6M | +35.3% | -68.6% | +103.9% | +36.8% |
| YTD | +82.2% | -67.0% | +149.1% | +83.6% |
| 1Y | +92.3% | +65.2% | +27.1% | +73.5% |
| 3Y | +336.8% | +235.6% | +101.2% | +189.9% |
| All | +389.2% | +172.3% | +216.9% | +190.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling