+43.7%
BAX vs ROIV
+93.5%
-49.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | +0.2% |
| 7D | +12.1% | +5.3% | +6.8% | +11.8% |
| 30D | +7.6% | +11.9% | -4.3% | +7.1% |
| 3M | -4.5% | +10.7% | -15.2% | -5.0% |
| 6M | +52.0% | +34.9% | +17.1% | +47.7% |
| YTD | +35.1% | +79.2% | -44.0% | +32.5% |
| 1Y | +43.7% | +89.0% | -45.3% | +39.6% |
| All | +43.7% | +93.5% | -49.8% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling