+29.3%
ROIV vs ESTC
+64.8%
-35.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.1% | +1.9% | -4.6% |
| 7D | -2.4% | -18.5% | +16.1% | -3.8% |
| 30D | +3.1% | -11.0% | +14.1% | +2.4% |
| 3M | +5.8% | +20.8% | -14.9% | +7.5% |
| 6M | +29.3% | +67.9% | -38.6% | +32.2% |
| All | +29.3% | +64.8% | -35.5% | +32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling