+273.8%
ROIV vs AR
+745.0%
-471.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.2% |
| 7D | +5.3% | -14.3% | +19.6% | +5.9% |
| 30D | +11.9% | +1.4% | +10.5% | +11.7% |
| 3M | +10.7% | +3.4% | +7.3% | +10.4% |
| 6M | +34.9% | -2.1% | +37.0% | +34.7% |
| YTD | +79.2% | +4.7% | +74.5% | +77.9% |
| 1Y | +89.0% | +10.6% | +78.4% | +87.0% |
| 3Y | +337.3% | +24.6% | +312.8% | +327.2% |
| 5Y | +402.3% | +71.9% | +330.4% | +431.0% |
| All | +273.8% | +745.0% | -471.1% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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