+34.9%
ROIV vs ED
+10.4%
+24.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.5% | +5.5% |
| 7D | +5.3% | +1.6% | +3.7% | +5.5% |
| 30D | +11.9% | +13.3% | -1.4% | +15.5% |
| 3M | +10.7% | +9.7% | +1.0% | +13.2% |
| 6M | +34.9% | +12.8% | +22.1% | +41.7% |
| All | +34.9% | +10.4% | +24.5% | +41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling