+319.8%
ROIV vs MKTX
-61.3%
+381.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +22.3% | +0.3% | +22.1% | +22.3% |
| 30D | +16.9% | +1.0% | +15.9% | +16.7% |
| 3M | +43.9% | +40.8% | +3.1% | +34.7% |
| 6M | +41.6% | -10.9% | +52.5% | +44.2% |
| YTD | +92.7% | -8.6% | +101.3% | +94.8% |
| 1Y | +210.2% | -11.6% | +221.7% | +215.2% |
| 3Y | +231.8% | -24.5% | +256.4% | +240.2% |
| 5Y | +319.8% | -60.7% | +380.5% | +302.5% |
| All | +319.8% | -61.3% | +381.1% | +302.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling