+107.0%
V vs ROIV
+287.3%
-180.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.4% |
| 7D | -0.8% | +13.3% | -14.1% | -1.5% |
| 30D | +9.5% | +14.8% | -5.2% | +8.7% |
| 3M | +16.7% | +11.9% | +4.8% | +15.7% |
| 6M | +32.9% | +42.4% | -9.5% | +29.8% |
| YTD | +21.1% | +87.4% | -66.3% | +16.0% |
| 1Y | +26.6% | +97.2% | -70.6% | +20.8% |
| 3Y | +78.4% | +375.7% | -297.3% | +61.0% |
| 5Y | +105.5% | +379.0% | -273.6% | +74.6% |
| All | +107.0% | +287.3% | -180.4% | +87.4% |
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