+50.3%
TER vs ROIV
+96.8%
-46.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.5% |
| 7D | +5.9% | +9.5% | -3.6% | +1.9% |
| 30D | -30.8% | +21.0% | -51.7% | -36.5% |
| 3M | -29.9% | +18.7% | -48.7% | -36.0% |
| 6M | -27.5% | +44.5% | -72.0% | -39.6% |
| YTD | +37.5% | +92.9% | -55.4% | +2.9% |
| 1Y | +50.3% | +100.2% | -50.0% | +11.8% |
| All | +50.3% | +96.8% | -46.5% | +11.8% |
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