+337.3%
ROIV vs EFV
+84.2%
+253.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +7.4% |
| 7D | +5.3% | -0.7% | +6.0% | +6.0% |
| 30D | +11.9% | +0.9% | +11.0% | +11.0% |
| 3M | +10.7% | -3.6% | +14.3% | +14.1% |
| 6M | +34.9% | +2.5% | +32.4% | +31.4% |
| YTD | +79.2% | +13.2% | +66.0% | +60.1% |
| 1Y | +89.0% | +20.3% | +68.7% | +59.9% |
| 3Y | +337.3% | +84.9% | +252.4% | +137.6% |
| All | +337.3% | +84.2% | +253.1% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling