-14.9%
BAX vs ROIV
+379.0%
-393.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.1% |
| 7D | +3.6% | +14.3% | -10.6% | +2.0% |
| 30D | +8.5% | +16.2% | -7.7% | +6.5% |
| 3M | -4.9% | +15.1% | -20.0% | -6.9% |
| 6M | +47.0% | +44.2% | +2.8% | +38.2% |
| YTD | +38.4% | +89.8% | -51.4% | +24.8% |
| 1Y | +49.1% | +94.6% | -45.4% | +33.5% |
| 3Y | -14.9% | +367.5% | -382.4% | -38.0% |
| All | -14.9% | +379.0% | -393.8% | -38.0% |
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