+311.9%
ROIV vs ESTC
+15.4%
+296.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.1% | +1.9% | -3.6% |
| 7D | -2.4% | -18.5% | +16.1% | -0.3% |
| 30D | +3.1% | -11.0% | +14.1% | +4.3% |
| 3M | +5.8% | +20.8% | -14.9% | +2.5% |
| 6M | +29.3% | +67.9% | -38.6% | +19.0% |
| YTD | +68.8% | +11.6% | +57.1% | +63.3% |
| 1Y | +81.0% | -3.3% | +84.3% | +78.4% |
| All | +311.9% | +15.4% | +296.5% | +284.3% |
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