+252.1%
ROIV vs ESTC
-40.7%
+292.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.1% | +1.9% | -3.1% |
| 7D | -2.4% | -18.5% | +16.1% | +1.3% |
| 30D | +3.1% | -11.0% | +14.1% | +5.1% |
| 3M | +5.8% | +20.8% | -14.9% | +0.6% |
| 6M | +29.3% | +67.9% | -38.6% | +14.0% |
| YTD | +68.8% | +11.6% | +57.1% | +59.9% |
| 1Y | +81.0% | -3.3% | +84.3% | +75.9% |
| 3Y | +294.6% | +16.4% | +278.2% | +242.1% |
| 5Y | +373.1% | -49.9% | +423.0% | +303.7% |
| All | +252.1% | -40.7% | +292.8% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling