+302.4%
ROIV vs ESI
+148.0%
+154.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.4% |
| 7D | +9.5% | +1.8% | +7.6% | +8.9% |
| 30D | +21.0% | -6.6% | +27.6% | +22.9% |
| 3M | +18.7% | -9.4% | +28.1% | +21.3% |
| 6M | +44.5% | -24.1% | +68.6% | +54.2% |
| YTD | +92.9% | +37.1% | +55.7% | +68.5% |
| 1Y | +100.2% | +24.5% | +75.7% | +79.7% |
| 3Y | +375.0% | +83.2% | +291.9% | +269.3% |
| 5Y | +435.2% | +44.0% | +391.2% | +319.3% |
| All | +302.4% | +148.0% | +154.4% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling