+302.4%
ROIV vs AR
+794.8%
-492.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.6% |
| 7D | +9.5% | +2.1% | +7.4% | +9.4% |
| 30D | +21.0% | +4.5% | +16.5% | +20.7% |
| 3M | +18.7% | +1.0% | +17.7% | +18.6% |
| 6M | +44.5% | +4.4% | +40.1% | +44.0% |
| YTD | +92.9% | +10.9% | +82.0% | +91.2% |
| 1Y | +100.2% | +8.6% | +91.7% | +98.5% |
| 3Y | +375.0% | +48.5% | +326.5% | +362.3% |
| 5Y | +435.2% | +95.7% | +339.4% | +465.8% |
| All | +302.4% | +794.8% | -492.4% | +346.3% |
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