+250.4%
ROIV vs S
-71.4%
+321.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +0.6% | -7.7% | +8.3% | +2.1% |
| 30D | +1.0% | -5.3% | +6.3% | +1.8% |
| 3M | +18.3% | +20.3% | -2.0% | +13.3% |
| 6M | +18.3% | +47.4% | -29.0% | +7.8% |
| YTD | +61.0% | +32.5% | +28.4% | +49.2% |
| 1Y | +177.9% | +9.5% | +168.4% | +166.4% |
| 3Y | +199.1% | +15.5% | +183.5% | +170.9% |
| All | +250.4% | -71.4% | +321.7% | +294.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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