+302.4%
ROIV vs AVAV
+37.0%
+265.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +9.5% | +9.9% | -0.4% | +8.0% |
| 30D | +21.0% | -5.4% | +26.4% | +21.5% |
| 3M | +18.7% | -36.5% | +55.3% | +25.5% |
| 6M | +44.5% | -25.3% | +69.8% | +47.4% |
| YTD | +92.9% | -48.6% | +141.4% | +104.3% |
| 1Y | +100.2% | -62.1% | +162.3% | +120.4% |
| 3Y | +375.0% | +2.3% | +372.7% | +337.8% |
| 5Y | +435.2% | +35.4% | +399.8% | +359.3% |
| All | +302.4% | +37.0% | +265.4% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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