+411.6%
ROIV vs Z
-55.4%
+467.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +6.8% |
| 7D | +5.3% | -4.6% | +9.9% | +6.3% |
| 30D | +11.9% | +8.3% | +3.6% | +9.0% |
| 3M | +10.7% | -11.6% | +22.3% | +12.5% |
| 6M | +34.9% | -33.6% | +68.5% | +46.9% |
| YTD | +79.2% | -56.7% | +135.9% | +117.3% |
| 1Y | +89.0% | -59.1% | +148.1% | +132.5% |
| 3Y | +337.3% | -20.4% | +357.7% | +316.0% |
| All | +411.6% | -55.4% | +467.0% | +382.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling