+355.5%
FN vs ROIV
+270.3%
+85.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +6.2% | +5.5% | +10.7% |
| 7D | 0.0% | +5.3% | -5.4% | -0.7% |
| 30D | -34.3% | +11.9% | -46.2% | -35.3% |
| 3M | -39.9% | +10.7% | -50.6% | -40.9% |
| 6M | -51.8% | +34.9% | -86.7% | -54.1% |
| YTD | -28.1% | +79.2% | -107.3% | -34.1% |
| 1Y | -29.1% | +89.0% | -118.1% | -35.5% |
| 3Y | +102.4% | +337.3% | -234.9% | +67.7% |
| 5Y | +171.7% | +402.3% | -230.7% | +103.0% |
| All | +355.5% | +270.3% | +85.3% | +273.9% |
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