+293.7%
ROIV vs BG
+139.0%
+154.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | +19.0% | +3.7% | +15.3% | +18.6% |
| 30D | +16.1% | +12.3% | +3.8% | +15.0% |
| 3M | +44.1% | -2.2% | +46.3% | +44.3% |
| 6M | +37.8% | +5.3% | +32.5% | +36.8% |
| YTD | +88.7% | +42.4% | +46.3% | +81.1% |
| 1Y | +197.3% | +55.2% | +142.1% | +182.2% |
| 3Y | +224.9% | +21.0% | +204.0% | +211.8% |
| 5Y | +311.0% | +87.1% | +223.9% | +321.5% |
| All | +293.7% | +139.0% | +154.7% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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