+37.5%
T vs ROIV
+248.8%
-211.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +4.3% | -2.4% | +6.7% | +4.3% |
| 30D | -9.7% | +3.1% | -12.7% | -9.7% |
| 3M | -4.3% | +5.8% | -10.1% | -4.3% |
| 6M | -13.7% | +29.3% | -43.0% | -13.9% |
| YTD | -8.0% | +68.8% | -76.7% | -8.6% |
| 1Y | -6.9% | +81.0% | -87.9% | -7.6% |
| 3Y | +59.7% | +294.6% | -234.9% | +56.1% |
| 5Y | +53.4% | +373.1% | -319.7% | +46.6% |
| All | +37.5% | +248.8% | -211.3% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling