+111.8%
TER vs ROIV
+287.3%
-175.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.6% | +8.1% | +11.8% |
| 7D | -5.8% | +13.3% | -19.1% | -8.1% |
| 30D | -38.9% | +14.8% | -53.7% | -40.6% |
| 3M | -35.1% | +11.9% | -47.0% | -36.9% |
| 6M | -31.6% | +42.4% | -74.0% | -36.5% |
| YTD | +27.2% | +87.4% | -60.2% | +12.2% |
| 1Y | +35.2% | +97.2% | -62.0% | +18.0% |
| 3Y | +192.8% | +375.7% | -182.9% | +121.2% |
| 5Y | +72.4% | +379.0% | -306.6% | +14.6% |
| All | +111.8% | +287.3% | -175.6% | +55.2% |
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 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