+293.7%
ROIV vs MKTX
-69.1%
+362.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +19.0% | -0.2% | +19.1% | +19.0% |
| 30D | +16.1% | +0.8% | +15.3% | +16.0% |
| 3M | +44.1% | +41.1% | +3.0% | +35.7% |
| 6M | +37.8% | -9.5% | +47.4% | +39.6% |
| YTD | +88.7% | -8.7% | +97.3% | +90.4% |
| 1Y | +197.3% | -10.0% | +207.3% | +200.3% |
| 3Y | +224.9% | -24.6% | +249.5% | +232.6% |
| 5Y | +311.0% | -60.3% | +371.3% | +332.3% |
| All | +293.7% | -69.1% | +362.8% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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