+375.7%
ROIV vs TAP
-24.9%
+400.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.7% |
| 7D | +13.3% | -7.8% | +21.1% | +13.7% |
| 30D | +14.8% | +7.1% | +7.6% | +14.2% |
| 3M | +11.9% | -7.0% | +19.0% | +12.7% |
| 6M | +42.4% | -3.8% | +46.2% | +42.7% |
| YTD | +87.4% | -11.7% | +99.1% | +89.6% |
| 1Y | +97.2% | -10.1% | +107.3% | +98.7% |
| 3Y | +375.7% | -23.7% | +399.4% | +385.5% |
| All | +375.7% | -24.9% | +400.6% | +385.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling