-63.1%
BAX vs ROIV
+403.5%
-466.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | 0.0% |
| 7D | +3.6% | +14.3% | -10.6% | +3.0% |
| 30D | +8.5% | +16.2% | -7.7% | +7.7% |
| 3M | -4.9% | +15.1% | -20.0% | -5.6% |
| 6M | +47.0% | +44.2% | +2.8% | +44.1% |
| YTD | +38.4% | +89.8% | -51.4% | +34.0% |
| 1Y | +49.1% | +94.6% | -45.4% | +44.2% |
| 3Y | -14.9% | +367.5% | -382.4% | -20.9% |
| 5Y | -63.1% | +421.4% | -484.5% | -67.3% |
| All | -63.1% | +403.5% | -466.7% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling