+234.9%
TPR vs ROIV
+380.3%
-145.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.3% | +1.7% | -2.0% | -0.5% |
| 30D | +15.1% | +17.6% | -2.5% | +12.5% |
| 3M | +3.5% | +9.0% | -5.4% | +1.7% |
| 6M | +0.4% | +35.3% | -34.8% | -4.7% |
| YTD | +4.6% | +82.2% | -77.6% | -5.1% |
| 1Y | +33.1% | +92.3% | -59.2% | +19.8% |
| 3Y | +396.0% | +336.8% | +59.2% | +297.8% |
| All | +234.9% | +380.3% | -145.4% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling