+319.8%
ROIV vs AGI
+392.7%
-72.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +22.3% | +2.2% | +20.1% | +21.8% |
| 30D | +16.9% | +11.3% | +5.6% | +14.7% |
| 3M | +43.9% | +5.6% | +38.3% | +41.8% |
| 6M | +41.6% | -27.7% | +69.3% | +47.5% |
| YTD | +92.7% | -4.1% | +96.8% | +90.5% |
| 1Y | +210.2% | +13.8% | +196.4% | +197.1% |
| 3Y | +231.8% | +217.0% | +14.8% | +161.5% |
| 5Y | +319.8% | +404.3% | -84.6% | +212.4% |
| All | +319.8% | +392.7% | -72.9% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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