+443.6%
ROIV vs BOXX
+18.4%
+425.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | 0.0% | +18.8% | +18.8% |
| 7D | +20.2% | 0.0% | +20.1% | +20.2% |
| 30D | +14.1% | +0.3% | +13.8% | +15.2% |
| 3M | +45.6% | +1.0% | +44.6% | +49.2% |
| 6M | +44.1% | +1.9% | +42.2% | +48.7% |
| YTD | +91.2% | +2.6% | +88.5% | +99.8% |
| 1Y | +221.3% | +4.0% | +217.3% | +250.9% |
| 3Y | +229.2% | +14.6% | +214.6% | +535.1% |
| All | +443.6% | +18.4% | +425.2% | +1,589.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling