+273.8%
ROIV vs AVAV
+24.1%
+249.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.5% | -4.3% | +4.7% |
| 7D | +5.3% | -10.6% | +15.9% | +6.7% |
| 30D | +11.9% | -18.8% | +30.7% | +14.7% |
| 3M | +10.7% | -34.1% | +44.8% | +16.4% |
| 6M | +34.9% | -35.3% | +70.2% | +40.5% |
| YTD | +79.2% | -53.4% | +132.6% | +92.4% |
| 1Y | +89.0% | -65.6% | +154.7% | +111.0% |
| 3Y | +337.3% | -5.1% | +342.4% | +307.5% |
| 5Y | +402.3% | +18.5% | +383.8% | +337.2% |
| All | +273.8% | +24.1% | +249.7% | +228.2% |
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