+273.8%
ROIV vs BN
+95.8%
+178.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.5% |
| 7D | +5.3% | +5.3% | 0.0% | +3.0% |
| 30D | +11.9% | +11.9% | 0.0% | +6.8% |
| 3M | +10.7% | -5.7% | +16.4% | +13.0% |
| 6M | +34.9% | -10.6% | +45.5% | +40.4% |
| YTD | +79.2% | -9.4% | +88.5% | +84.2% |
| 1Y | +89.0% | -8.8% | +97.8% | +93.4% |
| 3Y | +337.3% | +95.6% | +241.7% | +215.5% |
| 5Y | +402.3% | +30.2% | +372.2% | +294.9% |
| All | +273.8% | +95.8% | +178.1% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling