+235.9%
ROIV vs BURL
+16.6%
+219.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.0% |
| 7D | +0.6% | -2.8% | +3.4% | +1.1% |
| 30D | +1.0% | -28.2% | +29.1% | +7.1% |
| 3M | +18.3% | -17.6% | +35.9% | +22.1% |
| 6M | +18.3% | -11.8% | +30.1% | +20.3% |
| YTD | +61.0% | -8.1% | +69.1% | +62.5% |
| 1Y | +177.9% | -12.0% | +189.8% | +180.9% |
| 3Y | +199.1% | +63.3% | +135.8% | +163.0% |
| 5Y | +250.7% | -10.8% | +261.5% | +206.9% |
| All | +235.9% | +16.6% | +219.3% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling