+458.1%
FANG vs ROIV
+288.8%
+169.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.9% | +16.9% | -14.0% | +2.1% |
| 30D | +2.6% | +12.9% | -10.3% | +1.9% |
| 3M | +7.6% | +37.3% | -29.7% | +5.7% |
| 6M | +17.3% | +38.0% | -20.7% | +15.1% |
| YTD | +38.7% | +88.1% | -49.4% | +33.4% |
| 1Y | +51.6% | +183.3% | -131.6% | +42.1% |
| 3Y | +50.0% | +254.6% | -204.7% | +37.7% |
| 5Y | +237.6% | +309.8% | -72.3% | +173.3% |
| All | +458.1% | +288.8% | +169.3% | +335.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling