+284.5%
ROIV vs APD
+36.3%
+248.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.5% |
| 7D | +9.2% | +2.2% | +7.0% | +8.6% |
| 30D | +19.9% | +9.4% | +10.5% | +17.3% |
| 3M | +10.6% | +4.7% | +5.9% | +9.2% |
| 6M | +36.1% | +5.5% | +30.6% | +33.7% |
| YTD | +84.3% | +31.4% | +52.9% | +69.4% |
| 1Y | +87.6% | +24.1% | +63.5% | +74.9% |
| 3Y | +353.9% | +28.8% | +325.1% | +311.6% |
| 5Y | +376.1% | +15.8% | +360.3% | +299.6% |
| All | +284.5% | +36.3% | +248.2% | +221.0% |
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