+375.7%
ROIV vs M
+142.9%
+232.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +3.5% |
| 7D | +13.3% | +2.5% | +10.8% | +12.9% |
| 30D | +14.8% | +10.1% | +4.7% | +13.2% |
| 3M | +11.9% | -0.9% | +12.8% | +11.8% |
| 6M | +42.4% | +30.2% | +12.2% | +36.3% |
| YTD | +87.4% | +16.3% | +71.1% | +81.4% |
| 1Y | +97.2% | +27.0% | +70.3% | +88.5% |
| 3Y | +375.7% | +154.5% | +221.2% | +328.4% |
| All | +375.7% | +142.9% | +232.8% | +328.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling