+235.9%
ROIV vs EL
-53.9%
+289.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.9% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | +1.0% | +19.8% | -18.9% | -2.8% |
| 3M | +18.3% | +25.7% | -7.4% | +12.6% |
| 6M | +18.3% | +5.4% | +12.9% | +16.0% |
| YTD | +61.0% | +0.2% | +60.8% | +58.4% |
| 1Y | +177.9% | +20.4% | +157.4% | +162.2% |
| 3Y | +199.1% | -32.1% | +231.2% | +211.2% |
| 5Y | +250.7% | -67.2% | +317.9% | +316.1% |
| All | +235.9% | -53.9% | +289.8% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling