-63.1%
BAX vs ROIV
+276.5%
-339.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.3% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +4.1% | +17.6% | -13.5% | +3.4% |
| 3M | -4.5% | +9.0% | -13.5% | -5.0% |
| 6M | +49.2% | +35.3% | +14.0% | +47.0% |
| YTD | +35.2% | +82.2% | -46.9% | +31.7% |
| 1Y | +38.3% | +92.3% | -54.0% | +34.3% |
| 3Y | -19.0% | +336.8% | -355.8% | -23.9% |
| 5Y | -64.2% | +370.6% | -434.8% | -67.5% |
| All | -63.1% | +276.5% | -339.6% | -65.9% |
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