+421.4%
ROIV vs BTG
+43.7%
+377.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +2.2% |
| 7D | +14.3% | +13.0% | +1.3% | +12.3% |
| 30D | +16.2% | +1.1% | +15.1% | +15.8% |
| 3M | +15.1% | +5.3% | +9.8% | +13.6% |
| 6M | +44.2% | +1.1% | +43.2% | +42.3% |
| YTD | +89.8% | +19.2% | +70.6% | +80.9% |
| 1Y | +94.6% | +31.5% | +63.1% | +82.6% |
| 3Y | +367.5% | +94.3% | +273.2% | +301.4% |
| 5Y | +421.4% | +41.8% | +379.6% | +285.9% |
| All | +421.4% | +43.7% | +377.7% | +285.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling