+81.0%
ROIV vs ADVB
-79.1%
+160.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.5% | +5.3% | -4.2% |
| 7D | -2.4% | -28.0% | +25.6% | -2.5% |
| 30D | +3.1% | -70.2% | +73.3% | +2.5% |
| 3M | +5.8% | -76.1% | +81.9% | +5.1% |
| 6M | +29.3% | -72.3% | +101.6% | +28.9% |
| YTD | +68.8% | -67.5% | +136.2% | +67.7% |
| 1Y | +81.0% | -78.6% | +159.6% | +84.8% |
| All | +81.0% | -79.1% | +160.1% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling