+273.8%
ROIV vs M
+144.3%
+129.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.6% | +10.8% | +6.8% |
| 7D | +5.3% | -4.3% | +9.6% | +5.9% |
| 30D | +11.9% | +1.3% | +10.6% | +11.6% |
| 3M | +10.7% | -7.4% | +18.1% | +11.6% |
| 6M | +34.9% | +18.3% | +16.6% | +31.2% |
| YTD | +79.2% | +7.6% | +71.6% | +75.9% |
| 1Y | +89.0% | +17.4% | +71.6% | +83.3% |
| 3Y | +337.3% | +108.4% | +229.0% | +282.7% |
| 5Y | +402.3% | -10.6% | +412.9% | +360.8% |
| All | +273.8% | +144.3% | +129.6% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling