+302.4%
ROIV vs Z
-73.6%
+376.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | +9.5% | -13.1% | +22.5% | +12.3% |
| 30D | +21.0% | +5.9% | +15.1% | +19.2% |
| 3M | +18.7% | -13.7% | +32.4% | +20.8% |
| 6M | +44.5% | -27.1% | +71.6% | +51.4% |
| YTD | +92.9% | -56.8% | +149.7% | +123.7% |
| 1Y | +100.2% | -60.2% | +160.5% | +136.1% |
| 3Y | +375.0% | -19.7% | +394.7% | +368.3% |
| 5Y | +435.2% | -53.7% | +488.9% | +426.7% |
| All | +302.4% | -73.6% | +376.0% | +309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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