+273.8%
ROIV vs BB
+5.8%
+268.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +5.7% |
| 7D | +5.3% | +3.8% | +1.5% | +5.0% |
| 30D | +11.9% | -0.3% | +12.2% | +11.7% |
| 3M | +10.7% | -0.5% | +11.2% | +10.4% |
| 6M | +34.9% | +45.9% | -11.0% | +28.1% |
| YTD | +79.2% | +130.6% | -51.4% | +61.5% |
| 1Y | +89.0% | +89.2% | -0.2% | +73.5% |
| 3Y | +337.3% | +137.5% | +199.8% | +280.0% |
| 5Y | +402.3% | -20.9% | +423.2% | +347.6% |
| All | +273.8% | +5.8% | +268.0% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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