+280.1%
ROIV vs Z
-73.3%
+353.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.8% |
| 7D | +1.7% | +0.8% | +0.8% | +1.5% |
| 30D | +17.6% | +5.2% | +12.4% | +16.0% |
| 3M | +9.0% | -17.0% | +26.0% | +11.9% |
| 6M | +35.3% | -22.7% | +57.9% | +40.0% |
| YTD | +82.2% | -56.3% | +138.5% | +110.9% |
| 1Y | +92.3% | -57.7% | +149.9% | +123.7% |
| 3Y | +336.8% | -16.5% | +353.3% | +327.4% |
| 5Y | +370.6% | -53.4% | +424.0% | +362.2% |
| All | +280.1% | -73.3% | +353.4% | +285.5% |
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