+337.3%
ROIV vs ESTC
+18.0%
+319.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +3.9% | +5.9% |
| 7D | +5.3% | -11.5% | +16.9% | +6.7% |
| 30D | +11.9% | -7.5% | +19.4% | +12.8% |
| 3M | +10.7% | +23.1% | -12.4% | +7.0% |
| 6M | +34.9% | +75.3% | -40.4% | +23.5% |
| YTD | +79.2% | +14.1% | +65.1% | +73.0% |
| 1Y | +89.0% | -0.6% | +89.6% | +85.7% |
| 3Y | +337.3% | +20.8% | +316.5% | +307.1% |
| All | +337.3% | +18.0% | +319.3% | +307.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling