+92.3%
ROIV vs FDS
+25.7%
+66.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.1% |
| 7D | +1.7% | +1.5% | +0.2% | +1.8% |
| 30D | +17.6% | +14.8% | +2.8% | +18.8% |
| 3M | +9.0% | +16.3% | -7.3% | +10.1% |
| 6M | +35.3% | +66.2% | -30.9% | +35.6% |
| YTD | +82.2% | +16.2% | +65.9% | +94.7% |
| 1Y | +92.3% | +21.8% | +70.4% | +103.9% |
| All | +92.3% | +25.7% | +66.6% | +103.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling