+280.1%
ROIV vs EOSE
-87.2%
+367.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.6% |
| 7D | +1.7% | +9.8% | -8.1% | +0.8% |
| 30D | +17.6% | -2.1% | +19.6% | +17.2% |
| 3M | +9.0% | -54.1% | +63.0% | +14.8% |
| 6M | +35.3% | -76.9% | +112.2% | +48.8% |
| YTD | +82.2% | -83.3% | +165.5% | +100.8% |
| 1Y | +92.3% | -87.4% | +179.7% | +115.7% |
| 3Y | +336.8% | +61.9% | +274.9% | +263.2% |
| 5Y | +370.6% | -82.1% | +452.7% | +273.0% |
| All | +280.1% | -87.2% | +367.3% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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