+18.2%
TER vs ROIV
+93.5%
-75.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.6% | -0.2% |
| 7D | -20.5% | +5.3% | -25.8% | -22.2% |
| 30D | -47.0% | +11.9% | -58.9% | -49.7% |
| 3M | -43.3% | +10.7% | -54.0% | -46.7% |
| 6M | -42.9% | +34.9% | -77.8% | -51.0% |
| YTD | +12.9% | +79.2% | -66.3% | -13.0% |
| 1Y | +18.2% | +89.0% | -70.8% | -10.9% |
| All | +18.2% | +93.5% | -75.3% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling