+252.1%
ROIV vs M
+156.0%
+96.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.9% | +1.7% | -3.4% |
| 7D | -2.4% | -2.1% | -0.3% | -2.1% |
| 30D | +3.1% | +7.7% | -4.6% | +2.1% |
| 3M | +5.8% | -4.4% | +10.2% | +6.3% |
| 6M | +29.3% | +27.5% | +1.8% | +24.6% |
| YTD | +68.8% | +12.8% | +56.0% | +64.8% |
| 1Y | +81.0% | +20.7% | +60.3% | +75.0% |
| 3Y | +294.6% | +111.3% | +183.3% | +244.8% |
| 5Y | +373.1% | -6.3% | +379.4% | +331.6% |
| All | +252.1% | +156.0% | +96.1% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling