+250.4%
ROIV vs APD
+27.6%
+222.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +0.6% | -2.2% | +2.8% | +1.2% |
| 30D | +1.0% | +2.1% | -1.1% | +0.3% |
| 3M | +18.3% | +7.2% | +11.1% | +15.6% |
| 6M | +18.3% | +11.2% | +7.1% | +13.9% |
| YTD | +61.0% | +24.4% | +36.6% | +49.2% |
| 1Y | +177.9% | +6.7% | +171.2% | +170.0% |
| 3Y | +199.1% | +9.2% | +189.8% | +184.5% |
| All | +250.4% | +27.6% | +222.8% | +171.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling