+273.8%
ROIV vs BURL
+8.4%
+265.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.5% |
| 7D | +5.3% | +4.1% | +1.3% | +4.6% |
| 30D | +11.9% | -9.5% | +21.4% | +13.8% |
| 3M | +10.7% | -33.5% | +44.2% | +18.7% |
| 6M | +34.9% | -22.1% | +57.0% | +39.8% |
| YTD | +79.2% | -14.6% | +93.7% | +82.6% |
| 1Y | +89.0% | -8.4% | +97.4% | +89.4% |
| 3Y | +337.3% | +86.6% | +250.8% | +272.2% |
| 5Y | +402.3% | -17.2% | +419.5% | +342.8% |
| All | +273.8% | +8.4% | +265.4% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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