+273.8%
ROIV vs EFX
+12.7%
+261.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.7% |
| 7D | +5.3% | +2.7% | +2.6% | +4.5% |
| 30D | +11.9% | +33.1% | -21.2% | +3.1% |
| 3M | +10.7% | +8.2% | +2.5% | +7.4% |
| 6M | +34.9% | +10.2% | +24.7% | +28.5% |
| YTD | +79.2% | -11.8% | +91.0% | +81.8% |
| 1Y | +89.0% | -6.1% | +95.1% | +87.5% |
| 3Y | +337.3% | +7.5% | +329.9% | +296.4% |
| 5Y | +402.3% | -30.7% | +433.0% | +378.0% |
| All | +273.8% | +12.7% | +261.2% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling