+273.8%
ROIV vs BBWI
-24.8%
+298.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.4% | +6.6% |
| 7D | +5.3% | -6.2% | +11.5% | +6.3% |
| 30D | +11.9% | +19.9% | -8.0% | +8.9% |
| 3M | +10.7% | +7.1% | +3.6% | +9.0% |
| 6M | +34.9% | +13.7% | +21.2% | +30.9% |
| YTD | +79.2% | +9.6% | +69.6% | +73.7% |
| 1Y | +89.0% | -1.6% | +90.7% | +84.8% |
| 3Y | +337.3% | -25.9% | +363.2% | +331.4% |
| 5Y | +402.3% | -67.8% | +470.1% | +409.3% |
| All | +273.8% | -24.8% | +298.6% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling