+298.8%
ROIV vs BB
-4.7%
+303.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.2% | +16.5% | +18.5% |
| 7D | +20.2% | +0.5% | +19.7% | +20.1% |
| 30D | +14.1% | -12.4% | +26.5% | +15.6% |
| 3M | +45.6% | -15.3% | +60.9% | +47.3% |
| 6M | +44.1% | +128.8% | -84.7% | +30.4% |
| YTD | +91.2% | +107.7% | -16.5% | +74.6% |
| 1Y | +221.3% | +103.9% | +117.4% | +192.8% |
| 3Y | +229.2% | +72.6% | +156.6% | +194.8% |
| 5Y | +316.5% | -24.3% | +340.7% | +276.2% |
| All | +298.8% | -4.7% | +303.6% | +262.4% |
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