+291.1%
ROIV vs ESI
+140.0%
+151.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +3.1% |
| 7D | +13.3% | -3.5% | +16.8% | +14.3% |
| 30D | +14.8% | -9.3% | +24.0% | +17.6% |
| 3M | +11.9% | -12.8% | +24.7% | +15.7% |
| 6M | +42.4% | -24.6% | +67.0% | +52.2% |
| YTD | +87.4% | +32.7% | +54.7% | +65.3% |
| 1Y | +97.2% | +20.3% | +76.9% | +78.9% |
| 3Y | +375.7% | +80.2% | +295.5% | +271.7% |
| 5Y | +379.0% | +40.0% | +339.1% | +279.1% |
| All | +291.1% | +140.0% | +151.0% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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