+302.0%
ROIV vs BR
+28.0%
+274.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +22.3% | -5.0% | +27.3% | +23.4% |
| 30D | +16.9% | -2.5% | +19.3% | +17.2% |
| 3M | +43.9% | +13.5% | +30.4% | +39.2% |
| 6M | +41.6% | -9.4% | +51.0% | +44.5% |
| YTD | +92.7% | -23.3% | +116.0% | +105.6% |
| 1Y | +210.2% | -31.6% | +241.8% | +243.7% |
| 3Y | +231.8% | -5.1% | +236.9% | +227.4% |
| 5Y | +319.8% | +8.2% | +311.6% | +265.2% |
| All | +302.0% | +28.0% | +274.0% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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