+435.2%
ROIV vs EL
-64.9%
+500.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +9.5% | +0.3% | +9.2% | +9.5% |
| 30D | +21.0% | +12.3% | +8.7% | +18.2% |
| 3M | +18.7% | +28.4% | -9.7% | +12.4% |
| 6M | +44.5% | +36.7% | +7.8% | +34.4% |
| YTD | +92.9% | +8.4% | +84.5% | +86.4% |
| 1Y | +100.2% | +25.4% | +74.8% | +87.2% |
| 3Y | +375.0% | +3.4% | +371.6% | +339.4% |
| 5Y | +435.2% | -64.8% | +499.9% | +540.3% |
| All | +435.2% | -64.9% | +500.1% | +540.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling