+280.1%
ROIV vs BR
+46.5%
+233.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | +17.6% | +14.4% | +3.2% | +14.6% |
| 3M | +9.0% | +12.4% | -3.5% | +6.3% |
| 6M | +35.3% | +35.4% | -0.2% | +26.0% |
| YTD | +82.2% | -12.2% | +94.3% | +89.3% |
| 1Y | +92.3% | -12.7% | +105.0% | +100.3% |
| 3Y | +336.8% | +14.3% | +322.5% | +313.7% |
| 5Y | +370.6% | +19.3% | +351.3% | +296.9% |
| All | +280.1% | +46.5% | +233.6% | +216.8% |
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