+379.0%
ROIV vs APD
+12.1%
+366.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.0% |
| 7D | +13.3% | -1.6% | +14.9% | +13.8% |
| 30D | +14.8% | +10.6% | +4.2% | +11.7% |
| 3M | +11.9% | +2.5% | +9.4% | +11.0% |
| 6M | +42.4% | +6.0% | +36.4% | +39.5% |
| YTD | +87.4% | +28.4% | +59.0% | +71.8% |
| 1Y | +97.2% | +22.2% | +75.1% | +83.3% |
| 3Y | +375.7% | +26.6% | +349.1% | +327.6% |
| 5Y | +379.0% | +11.8% | +367.3% | +235.2% |
| All | +379.0% | +12.1% | +366.9% | +235.2% |
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