-1.5%
BND vs ROIV
+316.9%
-318.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.8% | -18.8% | -0.3% |
| 7D | +0.1% | +20.2% | -20.0% | -0.1% |
| 30D | -0.4% | +14.1% | -14.5% | -0.5% |
| 3M | -0.2% | +45.6% | -45.8% | -0.7% |
| 6M | -1.2% | +44.1% | -45.3% | -1.6% |
| YTD | -0.3% | +91.2% | -91.5% | -1.1% |
| 1Y | +0.4% | +221.3% | -220.9% | -1.0% |
| 3Y | +13.4% | +229.2% | -215.8% | +11.6% |
| 5Y | -1.5% | +316.5% | -318.0% | -4.1% |
| All | -1.5% | +316.9% | -318.4% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling