+389.2%
ROIV vs BBWI
-67.6%
+456.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.4% |
| 7D | +1.7% | +0.1% | +1.5% | +1.7% |
| 30D | +17.6% | +12.9% | +4.7% | +15.3% |
| 3M | +9.0% | +16.0% | -7.0% | +5.8% |
| 6M | +35.3% | +16.6% | +18.7% | +30.4% |
| YTD | +82.2% | +9.7% | +72.4% | +76.0% |
| 1Y | +92.3% | +1.5% | +90.8% | +86.6% |
| 3Y | +336.8% | -21.4% | +358.1% | +323.3% |
| All | +389.2% | -67.6% | +456.9% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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