-63.1%
BAX vs ROIV
+270.3%
-333.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | +0.3% |
| 7D | +12.1% | +5.3% | +6.8% | +11.9% |
| 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% | +49.7% |
| YTD | +35.1% | +79.2% | -44.0% | +31.6% |
| 1Y | +43.7% | +89.0% | -45.3% | +39.7% |
| 3Y | -20.9% | +337.3% | -358.3% | -25.7% |
| 5Y | -63.5% | +402.3% | -465.9% | -66.9% |
| All | -63.1% | +270.3% | -333.4% | -65.9% |
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 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