+273.8%
ROIV vs TAP
+1.6%
+272.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.7% | +6.3% |
| 7D | +5.3% | +0.5% | +4.8% | +5.3% |
| 30D | +11.9% | +9.1% | +2.7% | +11.4% |
| 3M | +10.7% | -3.8% | +14.5% | +10.9% |
| 6M | +34.9% | -3.4% | +38.3% | +35.0% |
| YTD | +79.2% | -10.6% | +89.8% | +80.2% |
| 1Y | +89.0% | -4.4% | +93.4% | +88.8% |
| 3Y | +337.3% | -24.4% | +361.7% | +346.4% |
| 5Y | +402.3% | +2.1% | +400.2% | +446.5% |
| All | +273.8% | +1.6% | +272.3% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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