+92.1%
ROIV vs ESI
+19.1%
+73.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +3.3% |
| 7D | +13.3% | -3.5% | +16.8% | +14.0% |
| 30D | +14.8% | -9.3% | +24.0% | +16.9% |
| 3M | +11.9% | -12.8% | +24.7% | +15.0% |
| 6M | +42.4% | -24.6% | +67.0% | +49.4% |
| YTD | +87.4% | +32.7% | +54.7% | +63.2% |
| All | +92.1% | +19.1% | +73.0% | +68.5% |
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