-55.9%
W vs ROIV
+380.3%
-436.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.8% |
| 7D | +0.2% | +1.7% | -1.5% | -0.4% |
| 30D | +6.8% | +17.6% | -10.8% | +1.6% |
| 3M | +10.7% | +9.0% | +1.7% | +6.9% |
| 6M | +86.3% | +35.3% | +51.1% | +68.5% |
| YTD | +11.5% | +82.2% | -70.7% | -8.6% |
| 1Y | +5.1% | +92.3% | -87.2% | -15.3% |
| 3Y | +171.0% | +336.8% | -165.8% | +71.1% |
| All | -55.9% | +380.3% | -436.2% | -79.7% |
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