+274.9%
ROIV vs BTSG
+459.6%
-184.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +5.8% |
| 7D | +5.3% | +0.4% | +4.9% | +5.3% |
| 30D | +11.9% | +5.3% | +6.6% | +10.8% |
| 3M | +10.7% | +10.8% | -0.1% | +8.7% |
| 6M | +34.9% | +27.3% | +7.6% | +29.6% |
| YTD | +79.2% | +79.3% | -0.1% | +63.8% |
| 1Y | +89.0% | +106.0% | -17.0% | +69.9% |
| All | +274.9% | +459.6% | -184.7% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling