+229.2%
ROIV vs BG
+20.0%
+209.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +4.4% | +14.4% | +18.3% |
| 7D | +20.2% | +2.4% | +17.8% | +19.8% |
| 30D | +14.1% | +15.0% | -0.9% | +12.6% |
| 3M | +45.6% | -0.7% | +46.3% | +45.8% |
| 6M | +44.1% | +7.5% | +36.6% | +42.3% |
| YTD | +91.2% | +41.6% | +49.5% | +80.9% |
| 1Y | +221.3% | +50.7% | +170.6% | +200.2% |
| 3Y | +229.2% | +20.3% | +208.9% | +193.5% |
| All | +229.2% | +20.0% | +209.2% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling