+40.4%
ROIV vs EFX
+9.0%
+31.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.5% |
| 7D | +13.3% | -2.2% | +15.5% | +13.0% |
| 30D | +14.8% | +29.2% | -14.4% | +19.4% |
| 3M | +11.9% | +3.5% | +8.5% | +11.6% |
| All | +40.4% | +9.0% | +31.4% | +40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling