+296.1%
ROIV vs TAP
+0.7%
+295.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +14.3% | -4.5% | +18.8% | +14.5% |
| 30D | +16.2% | +7.5% | +8.8% | +15.8% |
| 3M | +15.1% | -4.9% | +20.0% | +15.4% |
| 6M | +44.2% | -3.5% | +47.7% | +44.3% |
| YTD | +89.8% | -11.4% | +101.2% | +90.9% |
| 1Y | +94.6% | -10.8% | +105.4% | +95.5% |
| 3Y | +367.5% | -24.5% | +392.0% | +377.2% |
| 5Y | +421.4% | +2.5% | +418.9% | +467.9% |
| All | +296.1% | +0.7% | +295.4% | +333.6% |
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