+221.3%
ROIV vs EFV
+28.1%
+193.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.4% | +19.4% |
| 7D | +20.2% | +1.0% | +19.2% | +18.8% |
| 30D | +14.1% | +0.2% | +14.0% | +13.7% |
| 3M | +45.6% | +9.6% | +36.0% | +32.6% |
| 6M | +44.1% | +14.0% | +30.1% | +26.4% |
| YTD | +91.2% | +18.5% | +72.7% | +69.8% |
| 1Y | +221.3% | +27.9% | +193.4% | +174.7% |
| All | +221.3% | +28.1% | +193.2% | +174.7% |
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 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