+379.0%
ROIV vs M
-2.8%
+381.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +3.2% |
| 7D | +13.3% | +2.5% | +10.8% | +12.8% |
| 30D | +14.8% | +10.1% | +4.7% | +12.7% |
| 3M | +11.9% | -0.9% | +12.8% | +11.8% |
| 6M | +42.4% | +30.2% | +12.2% | +34.7% |
| YTD | +87.4% | +16.3% | +71.1% | +80.2% |
| 1Y | +97.2% | +27.0% | +70.3% | +86.3% |
| 3Y | +375.7% | +154.5% | +221.2% | +272.5% |
| 5Y | +379.0% | -1.1% | +380.1% | +319.1% |
| All | +379.0% | -2.8% | +381.8% | +319.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling