+284.5%
ROIV vs Z
-74.2%
+358.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.2% | -4.0% |
| 7D | +9.2% | -4.9% | +14.1% | +10.2% |
| 30D | +19.9% | +3.0% | +16.9% | +18.8% |
| 3M | +10.6% | -13.4% | +24.0% | +12.5% |
| 6M | +36.1% | -27.3% | +63.4% | +42.6% |
| YTD | +84.3% | -57.8% | +142.1% | +114.8% |
| 1Y | +87.6% | -60.0% | +147.6% | +120.8% |
| 3Y | +353.9% | -21.5% | +375.4% | +349.6% |
| 5Y | +376.1% | -55.0% | +431.0% | +370.7% |
| All | +284.5% | -74.2% | +358.8% | +292.6% |
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