-53.9%
W vs ROIV
+292.3%
-346.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -4.1% |
| 7D | +1.1% | +14.3% | -13.2% | -2.8% |
| 30D | +6.4% | +16.2% | -9.8% | +1.7% |
| 3M | +9.0% | +15.1% | -6.2% | +3.7% |
| 6M | +69.8% | +44.2% | +25.6% | +51.4% |
| YTD | +12.1% | +89.8% | -77.8% | -8.3% |
| 1Y | 0.0% | +94.6% | -94.6% | -18.8% |
| 3Y | +160.3% | +367.5% | -207.2% | +65.1% |
| 5Y | -53.3% | +421.4% | -474.7% | -76.7% |
| All | -53.9% | +292.3% | -346.2% | -72.4% |
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