+92.1%
ROIV vs EFV
+22.1%
+70.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +2.1% |
| 7D | +13.3% | +1.7% | +11.6% | +11.6% |
| 30D | +14.8% | +3.4% | +11.3% | +11.2% |
| 3M | +11.9% | -1.7% | +13.6% | +13.4% |
| 6M | +42.4% | +6.4% | +36.0% | +33.1% |
| YTD | +87.4% | +16.3% | +71.1% | +69.5% |
| All | +92.1% | +22.1% | +70.0% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling