+337.3%
ROIV vs ESI
+67.9%
+269.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.6% |
| 7D | +5.3% | -8.5% | +13.9% | +7.9% |
| 30D | +11.9% | -15.7% | +27.5% | +17.1% |
| 3M | +10.7% | -18.2% | +28.9% | +16.6% |
| 6M | +34.9% | -28.8% | +63.7% | +46.5% |
| YTD | +79.2% | +26.3% | +52.9% | +57.3% |
| 1Y | +89.0% | +18.2% | +70.8% | +69.2% |
| 3Y | +337.3% | +68.1% | +269.2% | +220.5% |
| All | +337.3% | +67.9% | +269.4% | +220.5% |
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 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