+298.8%
ROIV vs EFX
+2.0%
+296.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.1% | +21.8% | +19.6% |
| 7D | +20.2% | -7.8% | +28.0% | +22.6% |
| 30D | +14.1% | -5.7% | +19.9% | +15.5% |
| 3M | +45.6% | +2.5% | +43.1% | +42.2% |
| 6M | +44.1% | -16.7% | +60.8% | +49.9% |
| YTD | +91.2% | -20.2% | +111.3% | +100.1% |
| 1Y | +221.3% | -31.4% | +252.7% | +253.0% |
| 3Y | +229.2% | -10.5% | +239.7% | +217.0% |
| 5Y | +316.5% | -35.2% | +351.7% | +306.1% |
| All | +298.8% | +2.0% | +296.9% | +284.7% |
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