+245.5%
ROIV vs ADVB
-97.6%
+343.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.5% | +5.3% | -4.1% |
| 7D | -2.4% | -28.0% | +25.6% | -2.1% |
| 30D | +3.1% | -70.2% | +73.3% | +4.2% |
| 3M | +5.8% | -76.1% | +81.9% | +7.1% |
| 6M | +29.3% | -72.3% | +101.6% | +29.5% |
| YTD | +68.8% | -67.5% | +136.2% | +66.9% |
| 1Y | +81.0% | -78.6% | +159.6% | +82.6% |
| All | +245.5% | -97.6% | +343.1% | +302.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling