+39.8%
T vs ROIV
+280.9%
-241.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | -0.4% |
| 7D | +1.6% | +9.2% | -7.6% | +1.6% |
| 30D | -2.9% | +19.9% | -22.8% | -2.9% |
| 3M | -7.5% | +10.6% | -18.1% | -7.5% |
| 6M | -9.9% | +36.1% | -46.0% | -10.1% |
| YTD | -6.4% | +84.3% | -90.7% | -7.1% |
| 1Y | -9.4% | +87.6% | -97.0% | -10.0% |
| 3Y | +64.9% | +353.9% | -289.1% | +60.9% |
| 5Y | +57.0% | +376.1% | -319.1% | +49.5% |
| All | +39.8% | +280.9% | -241.1% | +28.8% |
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