+302.0%
ROIV vs BNS
+134.9%
+167.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +22.3% | -1.3% | +23.6% | +23.0% |
| 30D | +16.9% | +4.0% | +12.8% | +13.9% |
| 3M | +43.9% | +13.8% | +30.1% | +33.2% |
| 6M | +41.6% | +32.7% | +8.9% | +20.3% |
| YTD | +92.7% | +27.6% | +65.1% | +67.2% |
| 1Y | +210.2% | +47.4% | +162.8% | +148.6% |
| 3Y | +231.8% | +129.0% | +102.8% | +108.5% |
| 5Y | +319.8% | +92.7% | +227.1% | +190.0% |
| All | +302.0% | +134.9% | +167.2% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling