-62.2%
BAX vs ROIV
+287.3%
-349.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +2.2% |
| 7D | +9.0% | +13.3% | -4.3% | +8.5% |
| 30D | +8.5% | +14.8% | -6.3% | +7.8% |
| 3M | -4.1% | +11.9% | -16.0% | -4.7% |
| 6M | +46.9% | +42.4% | +4.5% | +44.4% |
| YTD | +38.4% | +87.4% | -49.0% | +34.6% |
| 1Y | +47.0% | +97.2% | -50.2% | +42.6% |
| 3Y | -14.9% | +375.7% | -390.6% | -20.2% |
| 5Y | -62.5% | +379.0% | -441.5% | -66.0% |
| All | -62.2% | +287.3% | -349.6% | -65.1% |
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