+236.8%
ROIV vs BTSG
+406.1%
-169.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.7% |
| 7D | +0.6% | +2.7% | -2.1% | +0.2% |
| 30D | +1.0% | -3.6% | +4.6% | +1.4% |
| 3M | +18.3% | +5.8% | +12.5% | +17.0% |
| 6M | +18.3% | +44.7% | -26.4% | +11.9% |
| YTD | +61.0% | +62.2% | -1.2% | +49.8% |
| 1Y | +177.9% | +152.1% | +25.8% | +144.5% |
| All | +236.8% | +406.1% | -169.2% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling