+235.9%
ROIV vs BBWI
-31.3%
+267.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.1% |
| 7D | +0.6% | +1.5% | -0.9% | +0.4% |
| 30D | +1.0% | -5.2% | +6.1% | +1.5% |
| 3M | +18.3% | +11.1% | +7.2% | +15.8% |
| 6M | +18.3% | -13.4% | +31.7% | +19.4% |
| YTD | +61.0% | +0.1% | +60.9% | +58.7% |
| 1Y | +177.9% | -36.1% | +214.0% | +190.5% |
| 3Y | +199.1% | -44.1% | +243.2% | +208.9% |
| 5Y | +250.7% | -66.2% | +316.9% | +260.0% |
| All | +235.9% | -31.3% | +267.1% | +241.9% |
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