+250.4%
ROIV vs EFX
-33.8%
+284.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +3.5% |
| 7D | +0.6% | -8.6% | +9.3% | +3.4% |
| 30D | +1.0% | +0.1% | +0.8% | +0.6% |
| 3M | +18.3% | +3.8% | +14.4% | +15.1% |
| 6M | +18.3% | -13.5% | +31.8% | +22.3% |
| YTD | +61.0% | -17.7% | +78.6% | +68.0% |
| 1Y | +177.9% | -25.6% | +203.5% | +200.0% |
| 3Y | +199.1% | -12.1% | +211.1% | +187.2% |
| All | +250.4% | -33.8% | +284.2% | +207.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling