+195.1%
FN vs ROIV
+403.5%
-208.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.0% | -5.0% |
| 7D | -4.1% | +14.3% | -18.4% | -6.0% |
| 30D | -28.3% | +16.2% | -44.6% | -30.0% |
| 3M | -33.9% | +15.1% | -49.0% | -35.6% |
| 6M | -43.9% | +44.2% | -88.1% | -47.3% |
| YTD | -23.4% | +89.8% | -113.3% | -31.1% |
| 1Y | -25.4% | +94.6% | -120.0% | -33.2% |
| 3Y | +107.9% | +367.5% | -259.6% | +66.9% |
| 5Y | +195.1% | +421.4% | -226.3% | +107.7% |
| All | +195.1% | +403.5% | -208.5% | +107.7% |
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