+83.1%
TER vs ROIV
+248.8%
-165.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.2% | -11.0% | -14.4% |
| 7D | -28.2% | -2.4% | -25.8% | -27.8% |
| 30D | -50.6% | +3.1% | -53.6% | -50.9% |
| 3M | -45.3% | +5.8% | -51.2% | -46.2% |
| 6M | -40.4% | +29.3% | -69.7% | -43.5% |
| YTD | +10.0% | +68.8% | -58.7% | -0.9% |
| 1Y | +13.6% | +81.0% | -67.4% | +1.0% |
| 3Y | +145.2% | +294.6% | -149.4% | +91.2% |
| 5Y | +50.4% | +373.1% | -322.8% | +2.4% |
| All | +83.1% | +248.8% | -165.6% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling