+302.0%
ROIV vs AU
+469.7%
-167.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.7% |
| 7D | +22.3% | +0.6% | +21.7% | +22.2% |
| 30D | +16.9% | +12.3% | +4.6% | +14.9% |
| 3M | +43.9% | +29.4% | +14.6% | +38.4% |
| 6M | +41.6% | +3.2% | +38.4% | +39.4% |
| YTD | +92.7% | +31.8% | +60.9% | +83.3% |
| 1Y | +210.2% | +83.4% | +126.8% | +182.2% |
| 3Y | +231.8% | +623.1% | -391.3% | +147.8% |
| 5Y | +319.8% | +700.5% | -380.7% | +205.2% |
| All | +302.0% | +469.7% | -167.7% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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