+421.4%
ROIV vs ED
+81.8%
+339.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +14.3% | +2.1% | +12.2% | +14.0% |
| 30D | +16.2% | +12.4% | +3.8% | +15.0% |
| 3M | +15.1% | +13.1% | +2.0% | +13.8% |
| 6M | +44.2% | +14.1% | +30.2% | +42.2% |
| YTD | +89.8% | +23.1% | +66.8% | +84.5% |
| 1Y | +94.6% | +25.4% | +69.1% | +88.5% |
| 3Y | +367.5% | +47.9% | +319.7% | +337.0% |
| 5Y | +421.4% | +81.9% | +339.5% | +419.1% |
| All | +421.4% | +81.8% | +339.6% | +419.1% |
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