+302.4%
ROIV vs BTG
+9.2%
+293.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +1.9% |
| 7D | +9.5% | +1.4% | +8.1% | +9.2% |
| 30D | +21.0% | -1.1% | +22.1% | +20.9% |
| 3M | +18.7% | +2.5% | +16.2% | +17.8% |
| 6M | +44.5% | -3.1% | +47.6% | +43.5% |
| YTD | +92.9% | +16.3% | +76.6% | +85.7% |
| 1Y | +100.2% | +27.6% | +72.6% | +90.5% |
| 3Y | +375.0% | +89.5% | +285.5% | +321.1% |
| 5Y | +435.2% | +33.6% | +401.6% | +375.8% |
| All | +302.4% | +9.2% | +293.2% | +264.6% |
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