+235.9%
ROIV vs M
+141.9%
+94.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.2% |
| 7D | +0.6% | +4.7% | -4.1% | 0.0% |
| 30D | +1.0% | -9.6% | +10.6% | +2.3% |
| 3M | +18.3% | +0.9% | +17.4% | +17.8% |
| 6M | +18.3% | +22.3% | -3.9% | +14.8% |
| YTD | +61.0% | +6.5% | +54.4% | +58.6% |
| 1Y | +177.9% | +38.8% | +139.1% | +164.1% |
| 3Y | +199.1% | +115.9% | +83.2% | +160.9% |
| 5Y | +250.7% | +28.6% | +222.1% | +224.5% |
| All | +235.9% | +141.9% | +94.0% | +217.3% |
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 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