-52.2%
W vs ROIV
+287.3%
-339.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +3.2% |
| 7D | +3.3% | +13.3% | -10.0% | -0.4% |
| 30D | +10.5% | +14.8% | -4.2% | +6.1% |
| 3M | +9.6% | +11.9% | -2.3% | +5.2% |
| 6M | +76.4% | +42.4% | +34.0% | +57.9% |
| YTD | +16.4% | +87.4% | -71.0% | -4.4% |
| 1Y | +9.3% | +97.2% | -87.9% | -11.5% |
| 3Y | +172.8% | +375.7% | -202.9% | +72.4% |
| 5Y | -53.4% | +379.0% | -432.4% | -76.4% |
| All | -52.2% | +287.3% | -339.5% | -71.2% |
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