+252.1%
ROIV vs ED
+99.7%
+152.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.2% | -4.3% |
| 7D | -2.4% | +5.2% | -7.6% | -2.7% |
| 30D | +3.1% | +15.5% | -12.5% | +2.1% |
| 3M | +5.8% | +13.0% | -7.2% | +5.0% |
| 6M | +29.3% | +13.1% | +16.2% | +28.1% |
| YTD | +68.8% | +25.3% | +43.5% | +65.0% |
| 1Y | +81.0% | +30.5% | +50.5% | +76.0% |
| 3Y | +294.6% | +49.3% | +245.3% | +275.7% |
| 5Y | +373.1% | +84.6% | +288.6% | +367.6% |
| All | +252.1% | +99.7% | +152.4% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling