+235.9%
ROIV vs ES
+2.9%
+233.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | +1.0% | -2.0% | +2.9% | +1.2% |
| 3M | +18.3% | +1.7% | +16.6% | +17.9% |
| 6M | +18.3% | -3.5% | +21.9% | +18.7% |
| YTD | +61.0% | +7.9% | +53.1% | +59.0% |
| 1Y | +177.9% | +17.2% | +160.7% | +170.3% |
| 3Y | +199.1% | +29.3% | +169.8% | +183.1% |
| 5Y | +250.7% | -5.7% | +256.5% | +244.4% |
| All | +235.9% | +2.9% | +233.0% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling