+273.8%
ROIV vs BAH
+7.4%
+266.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.4% | +10.6% | +6.8% |
| 7D | +5.3% | -3.5% | +8.9% | +5.8% |
| 30D | +11.9% | +24.3% | -12.4% | +8.4% |
| 3M | +10.7% | +16.3% | -5.6% | +8.1% |
| 6M | +34.9% | +13.6% | +21.3% | +31.8% |
| YTD | +79.2% | +3.5% | +75.7% | +76.6% |
| 1Y | +89.0% | +2.7% | +86.3% | +86.0% |
| 3Y | +337.3% | -26.6% | +363.9% | +348.4% |
| 5Y | +402.3% | +8.5% | +393.8% | +365.8% |
| All | +273.8% | +7.4% | +266.5% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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