-63.3%
BAX vs ROIV
+248.8%
-312.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -3.0% |
| 7D | +9.1% | -2.4% | +11.5% | +9.3% |
| 30D | +5.3% | +3.1% | +2.2% | +5.2% |
| 3M | -6.1% | +5.8% | -11.9% | -6.5% |
| 6M | +53.3% | +29.3% | +24.0% | +51.2% |
| YTD | +34.4% | +68.8% | -34.3% | +31.2% |
| 1Y | +43.2% | +81.0% | -37.8% | +39.4% |
| 3Y | -20.1% | +294.6% | -314.7% | -24.7% |
| 5Y | -63.7% | +373.1% | -436.9% | -67.0% |
| All | -63.3% | +248.8% | -312.1% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling