-54.3%
W vs ROIV
+270.3%
-324.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -3.3% |
| 7D | -3.6% | +5.3% | -8.9% | -5.0% |
| 30D | +7.0% | +11.9% | -4.9% | +3.4% |
| 3M | +7.4% | +10.7% | -3.3% | +3.4% |
| 6M | +69.3% | +34.9% | +34.4% | +54.0% |
| YTD | +11.3% | +79.2% | -67.9% | -7.3% |
| 1Y | +13.2% | +89.0% | -75.8% | -7.2% |
| 3Y | +142.0% | +337.3% | -195.3% | +56.6% |
| 5Y | -54.6% | +402.3% | -456.9% | -77.0% |
| All | -54.3% | +270.3% | -324.5% | -72.1% |
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