+411.6%
ROIV vs ESTC
-48.9%
+460.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +3.9% | +5.7% |
| 7D | +5.3% | -11.5% | +16.9% | +7.9% |
| 30D | +11.9% | -7.5% | +19.4% | +13.5% |
| 3M | +10.7% | +23.1% | -12.4% | +4.3% |
| 6M | +34.9% | +75.3% | -40.4% | +16.4% |
| YTD | +79.2% | +14.1% | +65.1% | +68.2% |
| 1Y | +89.0% | -0.6% | +89.6% | +82.2% |
| 3Y | +337.3% | +20.8% | +316.5% | +266.6% |
| All | +411.6% | -48.9% | +460.5% | +302.7% |
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