+379.0%
ROIV vs CAPR
+160.6%
+218.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.4% | -4.8% | +4.3% |
| 7D | +13.3% | +36.0% | -22.7% | +12.3% |
| 30D | +14.8% | +25.8% | -11.0% | +13.9% |
| 3M | +11.9% | +140.8% | -128.9% | +8.5% |
| 6M | +42.4% | -67.6% | +110.0% | +44.0% |
| YTD | +87.4% | -65.9% | +153.3% | +88.9% |
| 1Y | +97.2% | +66.1% | +31.1% | +78.1% |
| 3Y | +375.7% | +256.9% | +118.8% | +212.8% |
| 5Y | +379.0% | +172.1% | +206.9% | +172.7% |
| All | +379.0% | +160.6% | +218.5% | +172.7% |
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