+33.6%
TER vs ROIV
+104.3%
-70.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.9% |
| 7D | -8.9% | +14.3% | -23.2% | -14.2% |
| 30D | -39.1% | +16.2% | -55.3% | -43.1% |
| 3M | -32.8% | +15.1% | -47.9% | -37.7% |
| 6M | -31.7% | +44.2% | -76.0% | -43.2% |
| YTD | +26.9% | +89.8% | -62.9% | -4.7% |
| 1Y | +33.6% | +94.6% | -61.0% | +0.3% |
| All | +33.6% | +104.3% | -70.7% | +0.3% |
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