+252.1%
ROIV vs BAH
+12.4%
+239.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.4% |
| 7D | -2.4% | +6.0% | -8.4% | -3.2% |
| 30D | +3.1% | +31.1% | -28.0% | -0.8% |
| 3M | +5.8% | +25.2% | -19.3% | +2.3% |
| 6M | +29.3% | +18.9% | +10.4% | +25.6% |
| YTD | +68.8% | +8.3% | +60.5% | +65.4% |
| 1Y | +81.0% | +6.2% | +74.8% | +77.6% |
| 3Y | +294.6% | -22.8% | +317.4% | +301.9% |
| 5Y | +373.1% | +13.6% | +359.6% | +336.3% |
| All | +252.1% | +12.4% | +239.7% | +223.0% |
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