+252.1%
ROIV vs BURL
+10.2%
+242.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.7% |
| 7D | -2.4% | +3.5% | -5.9% | -3.0% |
| 30D | +3.1% | -9.3% | +12.4% | +4.8% |
| 3M | +5.8% | -32.1% | +37.9% | +13.0% |
| 6M | +29.3% | -19.8% | +49.1% | +33.4% |
| YTD | +68.8% | -13.2% | +81.9% | +71.5% |
| 1Y | +81.0% | -7.8% | +88.9% | +81.3% |
| 3Y | +294.6% | +89.3% | +205.3% | +235.0% |
| 5Y | +373.1% | -15.8% | +388.9% | +316.0% |
| All | +252.1% | +10.2% | +242.0% | +206.8% |
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