+291.1%
ROIV vs EL
-49.8%
+340.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +4.1% |
| 7D | +13.3% | +8.0% | +5.3% | +11.7% |
| 30D | +14.8% | +15.4% | -0.7% | +11.7% |
| 3M | +11.9% | +28.5% | -16.6% | +6.2% |
| 6M | +42.4% | +32.2% | +10.2% | +33.8% |
| YTD | +87.4% | +9.2% | +78.2% | +81.2% |
| 1Y | +97.2% | +30.8% | +66.4% | +83.6% |
| 3Y | +375.7% | +3.7% | +372.0% | +342.4% |
| 5Y | +379.0% | -64.8% | +443.8% | +460.0% |
| All | +291.1% | -49.8% | +340.9% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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