-54.0%
TE vs ROIV
+232.7%
-286.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -4.0% | +0.6% | -4.6% | -4.1% |
| 30D | -15.9% | +1.0% | -16.9% | -16.2% |
| 3M | -60.5% | +18.3% | -78.8% | -62.4% |
| 6M | -35.2% | +18.3% | -53.5% | -38.3% |
| YTD | -31.1% | +61.0% | -92.1% | -39.9% |
| 1Y | +148.6% | +177.9% | -29.2% | +88.5% |
| 3Y | -26.4% | +199.1% | -225.5% | -45.6% |
| 5Y | -48.0% | +250.7% | -298.7% | -68.3% |
| All | -54.0% | +232.7% | -286.6% | -71.2% |
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