+235.9%
ROIV vs ESI
+162.2%
+73.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.6% |
| 7D | +0.6% | +3.3% | -2.7% | -0.4% |
| 30D | +1.0% | -5.9% | +6.8% | +2.7% |
| 3M | +18.3% | -14.1% | +32.4% | +22.6% |
| 6M | +18.3% | +6.6% | +11.8% | +13.2% |
| YTD | +61.0% | +45.0% | +15.9% | +39.3% |
| 1Y | +177.9% | +41.5% | +136.4% | +140.9% |
| 3Y | +199.1% | +78.8% | +120.3% | +135.6% |
| 5Y | +250.7% | +70.9% | +179.8% | +174.7% |
| All | +235.9% | +162.2% | +73.6% | +179.4% |
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