+250.4%
ROIV vs ED
+67.1%
+183.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.6% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +1.0% | -0.1% | +1.1% | +1.0% |
| 3M | +18.3% | +3.9% | +14.4% | +17.8% |
| 6M | +18.3% | -3.0% | +21.4% | +18.5% |
| YTD | +61.0% | +10.7% | +50.3% | +58.4% |
| 1Y | +177.9% | +13.3% | +164.5% | +172.2% |
| 3Y | +199.1% | +34.5% | +164.6% | +183.3% |
| All | +250.4% | +67.1% | +183.3% | +272.7% |
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