+421.4%
ROIV vs Z
-56.4%
+477.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +2.6% |
| 7D | +14.3% | -6.5% | +20.7% | +16.0% |
| 30D | +16.2% | -0.1% | +16.3% | +15.6% |
| 3M | +15.1% | -14.1% | +29.3% | +17.7% |
| 6M | +44.2% | -30.1% | +74.3% | +54.7% |
| YTD | +89.8% | -57.5% | +147.3% | +131.3% |
| 1Y | +94.6% | -60.3% | +154.9% | +141.1% |
| 3Y | +367.5% | -21.0% | +388.6% | +344.7% |
| 5Y | +421.4% | -54.9% | +476.3% | +397.5% |
| All | +421.4% | -56.4% | +477.8% | +397.5% |
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