+235.9%
ROIV vs BN
+90.4%
+145.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.6% | -2.5% | +3.1% | +1.7% |
| 30D | +1.0% | -9.5% | +10.5% | +5.1% |
| 3M | +18.3% | -10.4% | +28.7% | +23.5% |
| 6M | +18.3% | -6.4% | +24.7% | +20.9% |
| YTD | +61.0% | -11.9% | +72.8% | +67.9% |
| 1Y | +177.9% | -8.6% | +186.5% | +183.8% |
| 3Y | +199.1% | +77.6% | +121.5% | +124.4% |
| 5Y | +250.7% | +37.0% | +213.7% | +179.6% |
| All | +235.9% | +90.4% | +145.5% | +164.3% |
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