+291.1%
ROIV vs EFX
+11.9%
+279.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | +13.3% | -2.2% | +15.5% | +13.9% |
| 30D | +14.8% | +29.2% | -14.4% | +6.6% |
| 3M | +11.9% | +3.5% | +8.5% | +10.0% |
| 6M | +42.4% | +7.8% | +34.6% | +36.6% |
| YTD | +87.4% | -12.4% | +99.8% | +90.5% |
| 1Y | +97.2% | -8.2% | +105.5% | +97.2% |
| 3Y | +375.7% | +4.7% | +371.0% | +335.0% |
| 5Y | +379.0% | -32.0% | +411.1% | +357.1% |
| All | +291.1% | +11.9% | +279.1% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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