+97.3%
BAC vs ROIV
+351.4%
-254.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +1.5% |
| 7D | +2.0% | +13.3% | -11.3% | -0.1% |
| 30D | -6.9% | +14.8% | -21.7% | -9.1% |
| 3M | -19.6% | +11.9% | -31.5% | -21.5% |
| 6M | -0.5% | +42.4% | -42.9% | -7.7% |
| YTD | -6.6% | +87.4% | -94.0% | -18.8% |
| 1Y | -3.0% | +97.2% | -100.2% | -16.8% |
| 3Y | +97.3% | +375.7% | -278.4% | +31.4% |
| All | +97.3% | +351.4% | -254.1% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling