+280.1%
ROIV vs TAP
+2.9%
+277.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.3% |
| 7D | +1.7% | +1.3% | +0.4% | +1.6% |
| 30D | +17.6% | +5.7% | +11.9% | +17.3% |
| 3M | +9.0% | -1.9% | +10.9% | +9.0% |
| 6M | +35.3% | +0.9% | +34.3% | +35.0% |
| YTD | +82.2% | -9.5% | +91.7% | +83.1% |
| 1Y | +92.3% | -9.0% | +101.2% | +93.1% |
| 3Y | +336.8% | -22.2% | +359.0% | +345.5% |
| 5Y | +370.6% | +1.2% | +369.4% | +410.3% |
| All | +280.1% | +2.9% | +277.2% | +315.8% |
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