+148.4%
BAC vs ROIV
+232.7%
-84.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -0.4% | +1.0% | -1.3% | -0.5% |
| 3M | +16.9% | +18.3% | -1.4% | +15.3% |
| 6M | +26.6% | +18.3% | +8.3% | +24.7% |
| YTD | +15.8% | +61.0% | -45.2% | +11.3% |
| 1Y | +27.2% | +177.9% | -150.7% | +17.6% |
| 3Y | +132.4% | +199.1% | -66.7% | +112.1% |
| 5Y | +72.6% | +250.7% | -178.1% | +47.6% |
| All | +148.4% | +232.7% | -84.3% | +111.4% |
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