+250.4%
ROIV vs ESTC
-46.4%
+296.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.4% |
| 7D | +0.6% | -8.1% | +8.7% | +2.2% |
| 30D | +1.0% | +31.7% | -30.7% | -5.8% |
| 3M | +18.3% | +41.1% | -22.8% | +8.3% |
| 6M | +18.3% | +77.1% | -58.7% | +2.1% |
| YTD | +61.0% | +21.7% | +39.3% | +49.8% |
| 1Y | +177.9% | +8.4% | +169.5% | +163.2% |
| 3Y | +199.1% | +23.6% | +175.4% | +151.0% |
| All | +250.4% | -46.4% | +296.7% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling