+302.4%
ROIV vs BG
+92.3%
+210.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +9.5% | +3.4% | +6.1% | +9.1% |
| 30D | +21.0% | -3.8% | +24.8% | +21.3% |
| 3M | +18.7% | -9.6% | +28.3% | +19.8% |
| 6M | +44.5% | -19.5% | +64.0% | +47.1% |
| YTD | +92.9% | +14.6% | +78.2% | +88.7% |
| 1Y | +100.2% | +6.6% | +93.6% | +97.4% |
| 3Y | +375.0% | +4.7% | +370.4% | +362.2% |
| 5Y | +435.2% | +22.1% | +413.1% | +454.7% |
| All | +302.4% | +92.3% | +210.1% | +338.5% |
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