+9.5%
BBY vs ROIV
+289.9%
-280.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.2% |
| 7D | +0.7% | +19.0% | -18.3% | -1.0% |
| 30D | +5.8% | +16.1% | -10.4% | +4.2% |
| 3M | +18.0% | +44.1% | -26.1% | +13.9% |
| 6M | +39.8% | +37.8% | +2.0% | +35.3% |
| YTD | +35.4% | +88.7% | -53.3% | +27.0% |
| 1Y | +21.4% | +197.3% | -175.9% | +9.2% |
| 3Y | +39.5% | +224.9% | -185.4% | +23.1% |
| 5Y | -0.5% | +311.0% | -311.5% | -20.7% |
| All | +9.5% | +289.9% | -280.4% | -12.5% |
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