+291.1%
ROIV vs ED
+94.7%
+196.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +13.3% | -0.1% | +13.4% | +13.3% |
| 30D | +14.8% | +11.6% | +3.2% | +13.9% |
| 3M | +11.9% | +10.5% | +1.4% | +11.1% |
| 6M | +42.4% | +13.2% | +29.2% | +41.0% |
| YTD | +87.4% | +22.1% | +65.3% | +83.5% |
| 1Y | +97.2% | +24.2% | +73.1% | +92.6% |
| 3Y | +375.7% | +46.9% | +328.8% | +353.0% |
| 5Y | +379.0% | +80.8% | +298.2% | +374.6% |
| All | +291.1% | +94.7% | +196.4% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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