+94.6%
ROIV vs Z
-60.5%
+155.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.7% |
| 7D | +14.3% | -6.5% | +20.7% | +15.0% |
| 30D | +16.2% | -0.1% | +16.3% | +16.5% |
| 3M | +15.1% | -14.1% | +29.3% | +15.9% |
| 6M | +44.2% | -30.1% | +74.3% | +50.5% |
| YTD | +89.8% | -57.5% | +147.3% | +118.0% |
| 1Y | +94.6% | -60.3% | +154.9% | +125.0% |
| All | +94.6% | -60.5% | +155.1% | +125.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling