-65.8%
BAX vs ROIV
+250.7%
-316.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +1.0% |
| 7D | -1.1% | +0.6% | -1.8% | -1.2% |
| 30D | -5.5% | +1.0% | -6.4% | -5.5% |
| 3M | +33.5% | +18.3% | +15.3% | +32.5% |
| 6M | +35.9% | +18.3% | +17.5% | +34.6% |
| YTD | +35.4% | +61.0% | -25.6% | +32.6% |
| 1Y | +9.8% | +177.9% | -168.1% | +5.0% |
| 3Y | -32.7% | +199.1% | -231.8% | -36.2% |
| All | -65.8% | +250.7% | -316.5% | -68.9% |
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 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