+255.7%
ROIV vs BOXX
+14.6%
+241.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +19.0% | 0.0% | +18.9% | +18.9% |
| 30D | +16.1% | +0.3% | +15.9% | +15.8% |
| 3M | +44.1% | +1.0% | +43.1% | +42.2% |
| 6M | +37.8% | +1.9% | +35.9% | +31.4% |
| YTD | +88.7% | +2.6% | +86.0% | +76.4% |
| 1Y | +197.3% | +4.0% | +193.3% | +172.9% |
| All | +255.7% | +14.6% | +241.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling