-54.2%
W vs ROIV
+276.5%
-330.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | +0.2% | +1.7% | -1.5% | -0.3% |
| 30D | +6.8% | +17.6% | -10.8% | +1.8% |
| 3M | +10.7% | +9.0% | +1.7% | +7.1% |
| 6M | +86.3% | +35.3% | +51.1% | +69.4% |
| YTD | +11.5% | +82.2% | -70.7% | -7.7% |
| 1Y | +5.1% | +92.3% | -87.2% | -14.4% |
| 3Y | +171.0% | +336.8% | -165.8% | +75.2% |
| 5Y | -56.6% | +370.6% | -427.2% | -77.9% |
| All | -54.2% | +276.5% | -330.7% | -72.2% |
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