+284.5%
ROIV vs EFV
+120.4%
+164.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +9.2% | +0.7% | +8.5% | +8.6% |
| 30D | +19.9% | +2.0% | +17.9% | +18.2% |
| 3M | +10.6% | -1.6% | +12.2% | +11.8% |
| 6M | +36.1% | +5.8% | +30.3% | +30.3% |
| YTD | +84.3% | +15.6% | +68.6% | +65.7% |
| 1Y | +87.6% | +19.0% | +68.6% | +65.1% |
| 3Y | +353.9% | +90.7% | +263.2% | +187.1% |
| 5Y | +376.1% | +92.8% | +283.3% | +188.8% |
| All | +284.5% | +120.4% | +164.1% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling