-73.3%
U vs ROIV
+380.3%
-453.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.6% |
| 7D | +2.6% | +1.7% | +0.9% | +1.9% |
| 30D | +27.6% | +17.6% | +10.0% | +20.7% |
| 3M | +15.3% | +9.0% | +6.4% | +10.6% |
| 6M | +96.4% | +35.3% | +61.1% | +74.1% |
| YTD | +19.6% | +82.2% | -62.6% | -4.3% |
| 1Y | +42.1% | +92.3% | -50.2% | +11.3% |
| 3Y | +87.5% | +336.8% | -249.3% | +12.7% |
| All | -73.3% | +380.3% | -453.6% | -88.6% |
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