+107.8%
V vs ROIV
+292.3%
-184.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +0.8% | +14.3% | -13.5% | +0.1% |
| 30D | +9.9% | +16.2% | -6.3% | +9.0% |
| 3M | +17.5% | +15.1% | +2.4% | +16.4% |
| 6M | +33.5% | +44.2% | -10.8% | +30.2% |
| YTD | +21.6% | +89.8% | -68.3% | +16.3% |
| 1Y | +27.6% | +94.6% | -67.0% | +21.8% |
| 3Y | +76.4% | +367.5% | -291.1% | +59.4% |
| 5Y | +103.8% | +421.4% | -317.6% | +72.9% |
| All | +107.8% | +292.3% | -184.5% | +87.9% |
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