+273.8%
ROIV vs FDS
-0.2%
+274.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +9.9% | +6.6% |
| 7D | +5.3% | -0.5% | +5.8% | +5.3% |
| 30D | +11.9% | +20.2% | -8.3% | +9.1% |
| 3M | +10.7% | +19.9% | -9.2% | +7.5% |
| 6M | +34.9% | +56.2% | -21.3% | +22.8% |
| YTD | +79.2% | +14.6% | +64.6% | +75.4% |
| 1Y | +89.0% | +31.6% | +57.4% | +77.6% |
| 3Y | +337.3% | -23.8% | +361.2% | +377.2% |
| 5Y | +402.3% | -22.6% | +424.9% | +410.4% |
| All | +273.8% | -0.2% | +274.0% | +273.9% |
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