-76.4%
TE vs ROIV
+270.3%
-346.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | +1.6% |
| 7D | -12.6% | +5.3% | -17.9% | -13.9% |
| 30D | -36.7% | +11.9% | -48.6% | -38.8% |
| 3M | -57.5% | +10.7% | -68.2% | -58.8% |
| 6M | -55.2% | +34.9% | -90.1% | -58.9% |
| YTD | -64.7% | +79.2% | -143.8% | -70.1% |
| 1Y | -35.9% | +89.0% | -124.9% | -46.7% |
| 3Y | -31.8% | +337.3% | -369.1% | -53.0% |
| 5Y | -79.4% | +402.3% | -481.8% | -88.1% |
| All | -76.4% | +270.3% | -346.7% | -85.7% |
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