+235.9%
ROIV vs BAH
-8.4%
+244.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +0.6% | -3.2% | +3.9% | +1.1% |
| 30D | +1.0% | +2.0% | -1.1% | +0.6% |
| 3M | +18.3% | -7.6% | +25.9% | +19.6% |
| 6M | +18.3% | -5.7% | +24.0% | +18.8% |
| YTD | +61.0% | -11.7% | +72.7% | +62.6% |
| 1Y | +177.9% | -27.4% | +205.3% | +190.0% |
| 3Y | +199.1% | -32.5% | +231.6% | +209.3% |
| 5Y | +250.7% | -3.3% | +254.0% | +233.1% |
| All | +235.9% | -8.4% | +244.3% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling