+235.9%
ROIV vs BG
+127.7%
+108.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +0.6% | +2.8% | -2.2% | +0.4% |
| 30D | +1.0% | +12.0% | -11.1% | -0.1% |
| 3M | +18.3% | -7.7% | +26.0% | +19.1% |
| 6M | +18.3% | +4.5% | +13.8% | +17.3% |
| YTD | +61.0% | +35.7% | +25.3% | +55.1% |
| 1Y | +177.9% | +50.1% | +127.8% | +164.4% |
| 3Y | +199.1% | +12.6% | +186.4% | +188.6% |
| 5Y | +250.7% | +75.4% | +175.3% | +261.1% |
| All | +235.9% | +127.7% | +108.2% | +260.6% |
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