+12.2%
BBY vs ROIV
+232.7%
-220.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.0% |
| 7D | +9.5% | +0.6% | +8.9% | +9.4% |
| 30D | +6.8% | +1.0% | +5.9% | +6.7% |
| 3M | +28.9% | +18.3% | +10.6% | +26.7% |
| 6M | +37.8% | +18.3% | +19.5% | +35.3% |
| YTD | +38.7% | +61.0% | -22.2% | +32.2% |
| 1Y | +23.7% | +177.9% | -154.2% | +12.1% |
| 3Y | +39.1% | +199.1% | -159.9% | +23.9% |
| 5Y | -0.4% | +250.7% | -251.1% | -19.4% |
| All | +12.2% | +232.7% | -220.4% | -8.9% |
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