+389.2%
ROIV vs APD
+16.4%
+372.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.7% | +3.8% | -2.2% | +0.7% |
| 30D | +17.6% | +8.2% | +9.4% | +15.1% |
| 3M | +9.0% | +4.3% | +4.7% | +7.6% |
| 6M | +35.3% | +4.7% | +30.6% | +33.1% |
| YTD | +82.2% | +31.5% | +50.6% | +66.0% |
| 1Y | +92.3% | +23.5% | +68.7% | +78.4% |
| 3Y | +336.8% | +29.1% | +307.7% | +291.1% |
| All | +389.2% | +16.4% | +372.8% | +218.7% |
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