+425.3%
TPR vs ROIV
+292.3%
+133.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +12.1% | +14.3% | -2.2% | +10.2% |
| 30D | +16.7% | +16.2% | +0.4% | +14.4% |
| 3M | -17.4% | +15.1% | -32.5% | -19.3% |
| 6M | +2.3% | +44.2% | -41.9% | -3.2% |
| YTD | +7.1% | +89.8% | -82.7% | -2.3% |
| 1Y | +29.5% | +94.6% | -65.1% | +17.6% |
| 3Y | +415.0% | +367.5% | +47.5% | +319.5% |
| 5Y | +261.5% | +421.4% | -159.9% | +156.0% |
| All | +425.3% | +292.3% | +133.1% | +290.2% |
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 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