+252.1%
ROIV vs Z
-72.9%
+325.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -10.6% | +6.4% | -2.2% |
| 7D | -2.4% | -2.3% | -0.1% | -2.1% |
| 30D | +3.1% | +9.4% | -6.3% | +0.9% |
| 3M | +5.8% | -16.1% | +21.9% | +8.3% |
| 6M | +29.3% | -30.4% | +59.7% | +36.9% |
| YTD | +68.8% | -55.6% | +124.4% | +94.9% |
| 1Y | +81.0% | -58.5% | +139.5% | +111.7% |
| 3Y | +294.6% | -19.6% | +314.2% | +289.5% |
| 5Y | +373.1% | -54.1% | +427.3% | +363.5% |
| All | +252.1% | -72.9% | +325.0% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling