-69.9%
U vs ROIV
+292.3%
-362.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.5% |
| 7D | +24.4% | +14.3% | +10.1% | +19.4% |
| 30D | +7.4% | +16.2% | -8.8% | +2.4% |
| 3M | +16.8% | +15.1% | +1.7% | +10.7% |
| 6M | +78.8% | +44.2% | +34.5% | +57.2% |
| YTD | +14.0% | +89.8% | -75.8% | -8.0% |
| 1Y | +16.7% | +94.6% | -77.9% | -6.8% |
| 3Y | +86.4% | +367.5% | -281.2% | +15.3% |
| 5Y | -71.5% | +421.4% | -492.9% | -86.2% |
| All | -69.9% | +292.3% | -362.2% | -83.9% |
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 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