+273.8%
ROIV vs ES
+2.3%
+271.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.5% |
| 7D | +5.3% | +1.9% | +3.5% | +5.0% |
| 30D | +11.9% | +7.1% | +4.8% | +10.7% |
| 3M | +10.7% | -1.9% | +12.6% | +10.9% |
| 6M | +34.9% | +4.4% | +30.6% | +33.9% |
| YTD | +79.2% | +7.3% | +71.9% | +77.0% |
| 1Y | +89.0% | +2.1% | +86.9% | +87.7% |
| 3Y | +337.3% | +41.8% | +295.5% | +313.2% |
| 5Y | +402.3% | +1.4% | +400.9% | +388.4% |
| All | +273.8% | +2.3% | +271.5% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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