+235.9%
ROIV vs EAT
+356.2%
-120.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +1.0% | +1.9% | -0.9% | +0.4% |
| 3M | +18.3% | +68.7% | -50.4% | +6.3% |
| 6M | +18.3% | +66.9% | -48.6% | +5.7% |
| YTD | +61.0% | +60.4% | +0.6% | +44.9% |
| 1Y | +177.9% | +44.0% | +133.9% | +154.1% |
| 3Y | +199.1% | +604.7% | -405.6% | +85.6% |
| 5Y | +250.7% | +347.0% | -96.3% | +118.0% |
| All | +235.9% | +356.2% | -120.3% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 all: compounded portfolio wealth divided by compounded EAT 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…
all analysis · Full analysis span regression · 6 months rolling