+389.2%
ROIV vs ESI
+36.5%
+352.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | +1.7% | +5.5% | -3.8% | -0.2% |
| 30D | +17.6% | -7.8% | +25.3% | +20.4% |
| 3M | +9.0% | -15.0% | +24.0% | +14.2% |
| 6M | +35.3% | -24.9% | +60.2% | +46.4% |
| YTD | +82.2% | +33.2% | +48.9% | +55.6% |
| 1Y | +92.3% | +24.9% | +67.3% | +67.6% |
| 3Y | +336.8% | +77.8% | +259.0% | +216.3% |
| All | +389.2% | +36.5% | +352.7% | +254.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling