+172.3%
BP vs ROIV
+270.3%
-97.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.6% |
| 7D | -11.6% | +5.3% | -17.0% | -11.8% |
| 30D | 0.0% | +11.9% | -11.8% | -0.3% |
| 3M | +6.7% | +10.7% | -4.0% | +6.3% |
| 6M | +2.2% | +34.9% | -32.7% | +0.9% |
| YTD | +33.0% | +79.2% | -46.2% | +29.5% |
| 1Y | +30.7% | +89.0% | -58.3% | +27.0% |
| 3Y | +44.2% | +337.3% | -293.2% | +35.4% |
| 5Y | +105.1% | +402.3% | -297.2% | +83.7% |
| All | +172.3% | +270.3% | -97.9% | +127.1% |
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 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