+373.1%
ROIV vs ES
+5.0%
+368.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.6% |
| 7D | -2.4% | +5.9% | -8.3% | -3.4% |
| 30D | +3.1% | +10.2% | -7.1% | +1.3% |
| 3M | +5.8% | +0.4% | +5.4% | +5.7% |
| 6M | +29.3% | +6.9% | +22.4% | +27.6% |
| YTD | +68.8% | +10.5% | +58.2% | +65.3% |
| 1Y | +81.0% | +3.2% | +77.8% | +79.2% |
| 3Y | +294.6% | +49.0% | +245.6% | +261.1% |
| 5Y | +373.1% | +4.5% | +368.7% | +354.4% |
| All | +373.1% | +5.0% | +368.2% | +354.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling