+280.1%
ROIV vs BTG
+3.5%
+276.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | +1.7% | -9.1% | +10.7% | +2.9% |
| 30D | +17.6% | -1.6% | +19.2% | +17.6% |
| 3M | +9.0% | -2.8% | +11.8% | +8.8% |
| 6M | +35.3% | -7.6% | +42.9% | +35.2% |
| YTD | +82.2% | +10.2% | +71.9% | +76.6% |
| 1Y | +92.3% | +21.3% | +71.0% | +84.1% |
| 3Y | +336.8% | +82.7% | +254.1% | +289.2% |
| 5Y | +370.6% | +30.8% | +339.8% | +321.6% |
| All | +280.1% | +3.5% | +276.6% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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