+92.1%
ROIV vs ED
+24.7%
+67.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +13.3% | -0.1% | +13.4% | +13.1% |
| 30D | +14.8% | +11.6% | +3.2% | +18.4% |
| 3M | +11.9% | +10.5% | +1.4% | +15.2% |
| 6M | +42.4% | +13.2% | +29.2% | +47.9% |
| YTD | +87.4% | +22.1% | +65.3% | +92.5% |
| All | +92.1% | +24.7% | +67.4% | +94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling