+122.5%
ROIV vs Q
+80.0%
+42.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.0% |
| 7D | +9.5% | +6.6% | +2.9% | +7.7% |
| 30D | +21.0% | +2.7% | +18.3% | +19.8% |
| 3M | +18.7% | -8.4% | +27.1% | +20.3% |
| 6M | +44.5% | -17.3% | +61.8% | +47.1% |
| YTD | +92.9% | +55.3% | +37.6% | +71.7% |
| 1Y | +100.2% | +31.5% | +68.8% | +80.6% |
| All | +122.5% | +80.0% | +42.5% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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