+289.3%
FN vs ROIV
+250.7%
+38.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.9% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -22.0% | +1.0% | -22.9% | -22.1% |
| 3M | -43.0% | +18.3% | -61.3% | -44.3% |
| 6M | -27.7% | +18.3% | -46.1% | -29.6% |
| YTD | -10.5% | +61.0% | -71.5% | -16.4% |
| 1Y | +12.5% | +177.9% | -165.4% | -1.7% |
| 3Y | +153.8% | +199.1% | -45.3% | +117.6% |
| All | +289.3% | +250.7% | +38.6% | +200.0% |
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