+302.4%
ROIV vs M
+163.0%
+139.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | +9.5% | -3.3% | +12.8% | +9.9% |
| 30D | +21.0% | +8.1% | +12.9% | +19.7% |
| 3M | +18.7% | +2.2% | +16.5% | +18.1% |
| 6M | +44.5% | +35.1% | +9.4% | +38.2% |
| YTD | +92.9% | +15.8% | +77.0% | +87.5% |
| 1Y | +100.2% | +25.8% | +74.4% | +92.4% |
| 3Y | +375.0% | +156.2% | +218.8% | +305.0% |
| 5Y | +435.2% | -2.4% | +437.5% | +386.3% |
| All | +302.4% | +163.0% | +139.4% | +275.3% |
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