+443.6%
FANG vs ROIV
+295.0%
+148.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +18.8% | -18.5% | -0.7% |
| 7D | -1.7% | +20.2% | -21.9% | -2.7% |
| 30D | +6.8% | +14.1% | -7.4% | +6.0% |
| 3M | +1.3% | +45.6% | -44.3% | -0.8% |
| 6M | +11.8% | +44.1% | -32.3% | +9.5% |
| YTD | +35.1% | +91.2% | -56.1% | +29.8% |
| 1Y | +48.9% | +221.3% | -172.4% | +38.5% |
| 3Y | +42.8% | +229.2% | -186.4% | +31.3% |
| 5Y | +230.3% | +316.5% | -86.2% | +167.2% |
| All | +443.6% | +295.0% | +148.6% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling