+376.1%
ROIV vs BN
+36.7%
+339.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | +9.2% | -0.3% | +9.5% | +9.3% |
| 30D | +19.9% | +13.6% | +6.4% | +13.1% |
| 3M | +10.6% | -6.7% | +17.2% | +13.7% |
| 6M | +36.1% | -9.0% | +45.0% | +41.0% |
| YTD | +84.3% | -8.8% | +93.1% | +89.4% |
| 1Y | +87.6% | -10.6% | +98.2% | +94.1% |
| 3Y | +353.9% | +98.8% | +255.2% | +207.7% |
| 5Y | +376.1% | +33.6% | +342.5% | +257.4% |
| All | +376.1% | +36.7% | +339.4% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling