+238.2%
FANG vs ROIV
+310.6%
-72.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.4% | +1.5% |
| 7D | +1.2% | +19.0% | -17.8% | +0.3% |
| 30D | +2.4% | +16.1% | -13.8% | +1.5% |
| 3M | +5.1% | +44.1% | -39.0% | +2.9% |
| 6M | +16.4% | +37.8% | -21.4% | +14.2% |
| YTD | +39.0% | +88.7% | -49.7% | +33.4% |
| 1Y | +50.6% | +197.3% | -146.7% | +40.4% |
| 3Y | +46.9% | +224.9% | -178.0% | +34.8% |
| 5Y | +238.2% | +311.0% | -72.8% | +197.4% |
| All | +238.2% | +310.6% | -72.4% | +197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling