+367.5%
ROIV vs ES
+46.6%
+321.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +14.3% | +0.9% | +13.4% | +14.0% |
| 30D | +16.2% | +5.9% | +10.3% | +14.8% |
| 3M | +15.1% | -1.0% | +16.1% | +15.2% |
| 6M | +44.2% | +7.2% | +37.1% | +42.0% |
| YTD | +89.8% | +7.0% | +82.8% | +86.5% |
| 1Y | +94.6% | +0.5% | +94.1% | +93.3% |
| 3Y | +367.5% | +48.7% | +318.9% | +312.2% |
| All | +367.5% | +46.6% | +321.0% | +312.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling