+87.6%
ROIV vs ESTC
-6.1%
+93.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -4.5% |
| 7D | +9.2% | +5.8% | +3.4% | +9.1% |
| 30D | +19.9% | -5.6% | +25.5% | +19.9% |
| 3M | +10.6% | +15.4% | -4.8% | +10.1% |
| 6M | +36.1% | +77.8% | -41.7% | +31.1% |
| YTD | +84.3% | +18.1% | +66.2% | +77.8% |
| 1Y | +87.6% | -3.7% | +91.2% | +81.8% |
| All | +87.6% | -6.1% | +93.7% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling