+92.4%
ROIV vs M
+36.6%
+55.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.6% | -1.5% | +4.7% |
| 7D | +3.0% | +8.3% | -5.2% | +1.6% |
| 30D | +6.8% | +14.2% | -7.3% | +4.5% |
| 3M | +10.5% | -1.1% | +11.6% | +10.9% |
| 6M | +34.8% | +36.6% | -1.8% | +24.7% |
| YTD | +76.2% | +19.8% | +56.4% | +63.7% |
| 1Y | +92.4% | +37.2% | +55.2% | +74.2% |
| All | +92.4% | +36.6% | +55.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling