+30.8%
BBY vs ROIV
+276.5%
-245.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +4.5% | +1.7% | +2.8% | +4.3% |
| 30D | +16.8% | +17.6% | -0.8% | +15.1% |
| 3M | +23.2% | +9.0% | +14.3% | +22.0% |
| 6M | +91.9% | +35.3% | +56.6% | +86.0% |
| YTD | +61.6% | +82.2% | -20.5% | +52.0% |
| 1Y | +43.9% | +92.3% | -48.4% | +34.6% |
| 3Y | +88.6% | +336.8% | -248.1% | +63.8% |
| 5Y | -3.1% | +370.6% | -373.7% | -23.1% |
| All | +30.8% | +276.5% | -245.7% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling