+30.8%
BBY vs ROIV
+292.3%
-261.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | +10.9% | +14.3% | -3.4% | +9.6% |
| 30D | +19.6% | +16.2% | +3.4% | +18.0% |
| 3M | +27.6% | +15.1% | +12.5% | +25.7% |
| 6M | +79.4% | +44.2% | +35.2% | +72.9% |
| YTD | +61.7% | +89.8% | -28.1% | +51.5% |
| 1Y | +40.3% | +94.6% | -54.3% | +31.1% |
| 3Y | +87.9% | +367.5% | -279.7% | +62.2% |
| 5Y | +0.2% | +421.4% | -421.2% | -21.0% |
| All | +30.8% | +292.3% | -261.5% | +4.4% |
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