+303.2%
ROIV vs BTSG
+416.6%
-113.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +22.3% | +2.9% | +19.4% | +21.8% |
| 30D | +16.9% | +0.9% | +16.0% | +16.7% |
| 3M | +43.9% | +1.6% | +42.3% | +43.2% |
| 6M | +41.6% | +46.8% | -5.2% | +33.6% |
| YTD | +92.7% | +65.5% | +27.1% | +78.8% |
| 1Y | +210.2% | +136.2% | +73.9% | +175.0% |
| All | +303.2% | +416.6% | -113.4% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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