+291.1%
ROIV vs ESTC
-36.4%
+327.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +3.7% |
| 7D | +13.3% | -1.2% | +14.5% | +13.6% |
| 30D | +14.8% | -8.1% | +22.9% | +16.4% |
| 3M | +11.9% | +20.2% | -8.3% | +6.6% |
| 6M | +42.4% | +72.7% | -30.3% | +25.1% |
| YTD | +87.4% | +19.6% | +67.8% | +75.4% |
| 1Y | +97.2% | +0.3% | +97.0% | +90.7% |
| 3Y | +375.7% | +22.8% | +352.9% | +308.9% |
| 5Y | +379.0% | -50.9% | +429.9% | +306.3% |
| All | +291.1% | -36.4% | +327.5% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling