+111.3%
TER vs ROIV
+292.3%
-181.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -8.9% | +14.3% | -23.2% | -11.3% |
| 30D | -39.1% | +16.2% | -55.3% | -40.9% |
| 3M | -32.8% | +15.1% | -47.9% | -35.0% |
| 6M | -31.7% | +44.2% | -76.0% | -36.8% |
| YTD | +26.9% | +89.8% | -62.9% | +11.6% |
| 1Y | +33.6% | +94.6% | -61.0% | +16.8% |
| 3Y | +181.5% | +367.5% | -186.0% | +112.9% |
| 5Y | +76.1% | +421.4% | -345.3% | +17.0% |
| All | +111.3% | +292.3% | -181.0% | +54.4% |
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