+311.9%
ROIV vs BURL
+89.8%
+222.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.8% |
| 7D | -2.4% | +3.5% | -5.9% | -2.8% |
| 30D | +3.1% | -9.3% | +12.4% | +4.3% |
| 3M | +5.8% | -32.1% | +37.9% | +11.2% |
| 6M | +29.3% | -19.8% | +49.1% | +32.0% |
| YTD | +68.8% | -13.2% | +81.9% | +70.9% |
| 1Y | +81.0% | -7.8% | +88.9% | +81.7% |
| All | +311.9% | +89.8% | +222.1% | +312.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling