+34.3%
FANG vs ROIV
+97.8%
-63.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.1% | -11.0% | -4.4% |
| 7D | -11.3% | +3.0% | -14.3% | -11.0% |
| 30D | -0.7% | +6.8% | -7.5% | +0.1% |
| 3M | -4.2% | +10.5% | -14.7% | -3.0% |
| 6M | -13.5% | +34.8% | -48.3% | -10.8% |
| YTD | +23.7% | +76.2% | -52.4% | +27.6% |
| 1Y | +34.3% | +92.4% | -58.1% | +43.0% |
| All | +34.3% | +97.8% | -63.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling