+235.9%
ROIV vs AU
+472.6%
-236.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | +0.6% | -3.6% | +4.3% | +1.1% |
| 30D | +1.0% | +23.9% | -22.9% | -2.1% |
| 3M | +18.3% | +19.1% | -0.8% | +15.0% |
| 6M | +18.3% | -0.2% | +18.5% | +17.0% |
| YTD | +61.0% | +32.5% | +28.5% | +53.1% |
| 1Y | +177.9% | +96.9% | +80.9% | +150.7% |
| 3Y | +199.1% | +614.7% | -415.7% | +123.7% |
| 5Y | +250.7% | +647.7% | -397.0% | +155.4% |
| All | +235.9% | +472.6% | -236.7% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling