+435.2%
ROIV vs BAH
+8.7%
+426.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +9.5% | -1.6% | +11.1% | +9.7% |
| 30D | +21.0% | +18.0% | +3.0% | +17.8% |
| 3M | +18.7% | +11.4% | +7.3% | +16.5% |
| 6M | +44.5% | +17.7% | +26.8% | +40.0% |
| YTD | +92.9% | +5.4% | +87.5% | +89.3% |
| 1Y | +100.2% | +2.8% | +97.5% | +97.0% |
| 3Y | +375.0% | -26.7% | +401.7% | +386.7% |
| 5Y | +435.2% | +8.1% | +427.1% | +398.8% |
| All | +435.2% | +8.7% | +426.4% | +398.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling