+37.4%
T vs ROIV
+287.3%
-250.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.8% |
| 7D | +1.7% | +13.3% | -11.6% | +1.7% |
| 30D | -1.7% | +14.8% | -16.5% | -1.7% |
| 3M | -7.3% | +11.9% | -19.2% | -7.3% |
| 6M | -11.2% | +42.4% | -53.6% | -11.4% |
| YTD | -8.1% | +87.4% | -95.5% | -8.7% |
| 1Y | -8.0% | +97.2% | -105.2% | -8.7% |
| 3Y | +62.1% | +375.7% | -313.5% | +58.2% |
| 5Y | +55.7% | +379.0% | -323.3% | +48.2% |
| All | +37.4% | +287.3% | -250.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling