+411.6%
ROIV vs BN
+29.3%
+382.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.6% |
| 7D | +5.3% | +5.3% | 0.0% | +2.8% |
| 30D | +11.9% | +11.9% | 0.0% | +6.2% |
| 3M | +10.7% | -5.7% | +16.4% | +13.2% |
| 6M | +34.9% | -10.6% | +45.5% | +41.0% |
| YTD | +79.2% | -9.4% | +88.5% | +84.6% |
| 1Y | +89.0% | -8.8% | +97.8% | +93.7% |
| 3Y | +337.3% | +95.6% | +241.7% | +196.5% |
| All | +411.6% | +29.3% | +382.2% | +301.9% |
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