-49.3%
TE vs ROIV
+295.0%
-344.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +18.8% | -8.8% | +4.3% |
| 7D | +18.2% | +20.2% | -1.9% | +11.8% |
| 30D | -13.5% | +14.1% | -27.6% | -17.1% |
| 3M | -44.6% | +45.6% | -90.2% | -50.5% |
| 6M | -24.7% | +44.1% | -68.8% | -32.5% |
| YTD | -24.3% | +91.2% | -115.4% | -37.3% |
| 1Y | +155.6% | +221.3% | -65.7% | +85.0% |
| 3Y | -18.3% | +229.2% | -247.5% | -41.9% |
| 5Y | -41.3% | +316.5% | -357.8% | -66.1% |
| All | -49.3% | +295.0% | -344.4% | -69.9% |
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