+291.1%
ROIV vs BG
+94.1%
+197.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.4% |
| 7D | +13.3% | +7.4% | +5.9% | +12.6% |
| 30D | +14.8% | -1.5% | +16.3% | +14.8% |
| 3M | +11.9% | -6.1% | +18.0% | +12.5% |
| 6M | +42.4% | -18.0% | +60.4% | +44.7% |
| YTD | +87.4% | +15.6% | +71.8% | +83.2% |
| 1Y | +97.2% | +9.6% | +87.7% | +93.9% |
| 3Y | +375.7% | +6.3% | +369.4% | +362.3% |
| 5Y | +379.0% | +24.6% | +354.5% | +396.5% |
| All | +291.1% | +94.1% | +197.0% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling