+337.3%
ROIV vs EL
+3.8%
+333.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +3.9% | +5.8% |
| 7D | +5.3% | +0.8% | +4.6% | +5.3% |
| 30D | +11.9% | +16.5% | -4.6% | +9.5% |
| 3M | +10.7% | +29.2% | -18.5% | +6.4% |
| 6M | +34.9% | +27.9% | +7.0% | +29.5% |
| YTD | +79.2% | +6.2% | +73.0% | +75.4% |
| 1Y | +89.0% | +27.2% | +61.8% | +80.3% |
| 3Y | +337.3% | +3.2% | +334.1% | +294.0% |
| All | +337.3% | +3.8% | +333.6% | +294.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling