+100.2%
BAC vs ROIV
+280.9%
-180.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | 0.0% |
| 7D | +1.5% | +9.2% | -7.7% | +0.8% |
| 30D | -6.4% | +19.9% | -26.3% | -7.6% |
| 3M | -21.7% | +10.6% | -32.3% | -22.4% |
| 6M | +0.5% | +36.1% | -35.6% | -2.1% |
| YTD | -6.7% | +84.3% | -91.0% | -11.3% |
| 1Y | -4.7% | +87.6% | -92.2% | -9.5% |
| 3Y | +96.1% | +353.9% | -257.8% | +75.2% |
| 5Y | +21.7% | +376.1% | -354.4% | +2.9% |
| All | +100.2% | +280.9% | -180.7% | +68.3% |
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