+389.2%
ROIV vs CHD
+33.2%
+356.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | +1.7% | +3.6% | -2.0% | +1.3% |
| 30D | +17.6% | +10.4% | +7.2% | +16.3% |
| 3M | +9.0% | +12.2% | -3.2% | +7.6% |
| 6M | +35.3% | +19.9% | +15.4% | +32.2% |
| YTD | +82.2% | +36.4% | +45.8% | +73.7% |
| 1Y | +92.3% | +35.1% | +57.1% | +83.6% |
| 3Y | +336.8% | +29.2% | +307.6% | +315.0% |
| All | +389.2% | +33.2% | +356.0% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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