-8.0%
T vs ROIV
+101.7%
-109.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +1.3% |
| 7D | +1.7% | +13.3% | -11.6% | +3.2% |
| 30D | -1.7% | +14.8% | -16.5% | +0.1% |
| 3M | -7.3% | +11.9% | -19.2% | -5.6% |
| 6M | -11.2% | +42.4% | -53.6% | -7.5% |
| YTD | -8.1% | +87.4% | -95.5% | -2.4% |
| All | -8.0% | +101.7% | -109.8% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling