+100.8%
BAC vs ROIV
+292.3%
-191.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +2.1% | +14.3% | -12.2% | +1.1% |
| 30D | -6.7% | +16.2% | -22.9% | -7.7% |
| 3M | -20.2% | +15.1% | -35.4% | -21.2% |
| 6M | -0.2% | +44.2% | -44.4% | -3.2% |
| YTD | -6.4% | +89.8% | -96.2% | -11.2% |
| 1Y | -3.1% | +94.6% | -97.7% | -8.3% |
| 3Y | +96.7% | +367.5% | -270.8% | +75.4% |
| 5Y | +21.3% | +421.4% | -400.1% | +2.4% |
| All | +100.8% | +292.3% | -191.4% | +68.6% |
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 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