+411.6%
ROIV vs ES
+1.4%
+410.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.6% |
| 7D | +5.3% | +1.9% | +3.5% | +4.9% |
| 30D | +11.9% | +7.1% | +4.8% | +10.4% |
| 3M | +10.7% | -1.9% | +12.6% | +11.0% |
| 6M | +34.9% | +4.4% | +30.6% | +33.6% |
| YTD | +79.2% | +7.3% | +71.9% | +76.4% |
| 1Y | +89.0% | +2.1% | +86.9% | +87.3% |
| 3Y | +337.3% | +41.8% | +295.5% | +303.4% |
| All | +411.6% | +1.4% | +410.1% | +387.1% |
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