-59.1%
W vs ROIV
+295.0%
-354.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.8% | -18.2% | -5.1% |
| 7D | +6.5% | +20.2% | -13.7% | +0.2% |
| 30D | -6.2% | +14.1% | -20.4% | -10.5% |
| 3M | +48.9% | +45.6% | +3.3% | +32.5% |
| 6M | +31.2% | +44.1% | -12.9% | +16.9% |
| YTD | -0.4% | +91.2% | -91.6% | -18.7% |
| 1Y | +14.8% | +221.3% | -206.5% | -19.5% |
| 3Y | +40.5% | +229.2% | -188.7% | -4.4% |
| 5Y | -62.1% | +316.5% | -378.6% | -78.2% |
| All | -59.1% | +295.0% | -354.1% | -75.5% |
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