+291.1%
ROIV vs FDS
-0.5%
+291.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.6% |
| 7D | +13.3% | -5.0% | +18.3% | +14.0% |
| 30D | +14.8% | +13.8% | +1.0% | +12.7% |
| 3M | +11.9% | +14.8% | -2.9% | +9.3% |
| 6M | +42.4% | +47.4% | -5.0% | +31.4% |
| YTD | +87.4% | +14.2% | +73.3% | +83.5% |
| 1Y | +97.2% | +26.6% | +70.6% | +87.3% |
| 3Y | +375.7% | -24.4% | +400.1% | +420.0% |
| 5Y | +379.0% | -22.6% | +401.7% | +386.9% |
| All | +291.1% | -0.5% | +291.6% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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