+411.6%
ROIV vs ED
+80.7%
+330.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.5% | +6.4% |
| 7D | +5.3% | +1.6% | +3.7% | +5.1% |
| 30D | +11.9% | +13.3% | -1.4% | +10.5% |
| 3M | +10.7% | +9.7% | +1.0% | +9.7% |
| 6M | +34.9% | +12.8% | +22.1% | +33.1% |
| YTD | +79.2% | +22.3% | +56.9% | +74.0% |
| 1Y | +89.0% | +26.3% | +62.7% | +82.5% |
| 3Y | +337.3% | +45.0% | +292.3% | +308.6% |
| All | +411.6% | +80.7% | +330.9% | +385.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling