+235.9%
ROIV vs EFV
+127.3%
+108.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +0.6% | +1.5% | -0.9% | -0.5% |
| 30D | +1.0% | +1.7% | -0.8% | -0.4% |
| 3M | +18.3% | +8.6% | +9.6% | +11.1% |
| 6M | +18.3% | +11.7% | +6.7% | +8.8% |
| YTD | +61.0% | +19.3% | +41.7% | +41.5% |
| 1Y | +177.9% | +30.2% | +147.7% | +129.1% |
| 3Y | +199.1% | +91.6% | +107.5% | +87.9% |
| 5Y | +250.7% | +96.4% | +154.3% | +108.2% |
| All | +235.9% | +127.3% | +108.5% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling