-54.2%
W vs ROIV
+378.2%
-432.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -3.4% |
| 7D | -3.6% | +5.3% | -8.9% | -5.1% |
| 30D | +7.0% | +11.9% | -4.9% | +3.2% |
| 3M | +7.4% | +10.7% | -3.3% | +3.1% |
| 6M | +69.3% | +34.9% | +34.4% | +53.1% |
| YTD | +11.3% | +79.2% | -67.9% | -8.3% |
| 1Y | +13.2% | +89.0% | -75.8% | -8.3% |
| 3Y | +142.0% | +337.3% | -195.3% | +52.5% |
| All | -54.2% | +378.2% | -432.5% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling