+235.9%
ROIV vs Z
-69.1%
+304.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +0.6% | -3.0% | +3.6% | +1.2% |
| 30D | +1.0% | -4.2% | +5.1% | +1.5% |
| 3M | +18.3% | -3.7% | +22.0% | +18.3% |
| 6M | +18.3% | -24.5% | +42.8% | +24.0% |
| YTD | +61.0% | -49.3% | +110.3% | +82.6% |
| 1Y | +177.9% | -58.7% | +236.6% | +227.9% |
| 3Y | +199.1% | -34.1% | +233.2% | +209.0% |
| 5Y | +250.7% | -64.5% | +315.2% | +239.6% |
| All | +235.9% | -69.1% | +304.9% | +233.8% |
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