+336.8%
ROIV vs Z
-18.1%
+354.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +16.1% |
| 3M | +9.0% | -17.0% | +26.0% | +11.8% |
| 6M | +35.3% | -22.7% | +57.9% | +40.3% |
| YTD | +82.2% | -56.3% | +138.5% | +114.0% |
| 1Y | +92.3% | -57.7% | +149.9% | +127.1% |
| 3Y | +336.8% | -16.5% | +353.3% | +314.1% |
| All | +336.8% | -18.1% | +354.9% | +314.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling