+291.1%
ROIV vs TECH
-3.4%
+294.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +13.3% | +0.2% | +13.1% | +13.3% |
| 30D | +14.8% | +0.5% | +14.2% | +14.6% |
| 3M | +11.9% | +0.9% | +11.1% | +11.6% |
| 6M | +42.4% | +51.0% | -8.6% | +24.8% |
| YTD | +87.4% | +24.4% | +63.0% | +71.2% |
| 1Y | +97.2% | +27.6% | +69.7% | +78.2% |
| 3Y | +375.7% | +29.9% | +345.7% | +305.0% |
| 5Y | +379.0% | -40.6% | +419.7% | +396.0% |
| All | +291.1% | -3.4% | +294.4% | +293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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