+59.6%
T vs ROIV
+314.9%
-255.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -0.6% |
| 7D | +1.0% | +5.3% | -4.3% | +1.3% |
| 30D | -10.6% | +11.9% | -22.5% | -10.0% |
| 3M | -7.7% | +10.7% | -18.4% | -7.1% |
| 6M | -13.3% | +34.9% | -48.2% | -12.4% |
| YTD | -8.8% | +79.2% | -87.9% | -7.9% |
| 1Y | -8.4% | +89.0% | -97.4% | -7.7% |
| 3Y | +59.6% | +337.3% | -277.7% | +57.7% |
| All | +59.6% | +314.9% | -255.3% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling