+273.8%
ROIV vs APD
+30.5%
+243.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.5% |
| 7D | +5.3% | -3.7% | +9.0% | +6.3% |
| 30D | +11.9% | +9.6% | +2.3% | +9.4% |
| 3M | +10.7% | +1.6% | +9.1% | +10.1% |
| 6M | +34.9% | +2.2% | +32.7% | +33.6% |
| YTD | +79.2% | +25.9% | +53.3% | +66.4% |
| 1Y | +89.0% | +20.1% | +68.9% | +77.5% |
| 3Y | +337.3% | +12.4% | +324.9% | +312.7% |
| 5Y | +402.3% | +11.1% | +391.2% | +326.2% |
| All | +273.8% | +30.5% | +243.3% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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