+92.1%
ROIV vs Z
-58.2%
+150.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +4.3% |
| 7D | +13.3% | -5.2% | +18.5% | +13.7% |
| 30D | +14.8% | +5.7% | +9.0% | +14.5% |
| 3M | +11.9% | -8.7% | +20.7% | +12.2% |
| 6M | +42.4% | -26.0% | +68.4% | +48.0% |
| YTD | +87.4% | -55.0% | +142.5% | +114.4% |
| All | +92.1% | -58.2% | +150.4% | +121.3% |
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