+170.6%
ROIV vs FDS
-17.3%
+187.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.4% |
| 7D | +0.6% | -1.9% | +2.5% | +0.6% |
| 30D | +1.0% | +9.0% | -8.1% | +1.3% |
| 3M | +18.3% | +18.9% | -0.6% | +19.3% |
| 6M | +18.3% | +35.1% | -16.8% | +18.6% |
| YTD | +61.0% | +5.5% | +55.5% | +66.3% |
| All | +170.6% | -17.3% | +187.8% | +201.4% |
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