+100.2%
ROIV vs ESI
+23.9%
+76.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.6% |
| 7D | +9.5% | +1.8% | +7.6% | +8.9% |
| 30D | +21.0% | -6.6% | +27.6% | +22.4% |
| 3M | +18.7% | -9.4% | +28.1% | +20.8% |
| 6M | +44.5% | -24.1% | +68.6% | +51.5% |
| YTD | +92.9% | +37.1% | +55.7% | +66.8% |
| 1Y | +100.2% | +24.5% | +75.7% | +73.8% |
| All | +100.2% | +23.9% | +76.4% | +73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling