+367.5%
ROIV vs ESI
+78.7%
+288.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +14.3% | -6.6% | +20.9% | +16.4% |
| 30D | +16.2% | -9.8% | +26.1% | +19.3% |
| 3M | +15.1% | -11.9% | +27.0% | +18.6% |
| 6M | +44.2% | -25.1% | +69.3% | +54.3% |
| YTD | +89.8% | +31.9% | +57.9% | +64.6% |
| 1Y | +94.6% | +19.2% | +75.4% | +74.2% |
| 3Y | +367.5% | +76.2% | +291.4% | +239.7% |
| All | +367.5% | +78.7% | +288.9% | +239.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling