+367.5%
ROIV vs FDS
-24.9%
+392.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +14.3% | -2.0% | +16.3% | +14.3% |
| 30D | +16.2% | +13.5% | +2.7% | +15.8% |
| 3M | +15.1% | +15.2% | 0.0% | +14.4% |
| 6M | +44.2% | +47.0% | -2.8% | +39.5% |
| YTD | +89.8% | +13.9% | +75.9% | +92.5% |
| 1Y | +94.6% | +25.2% | +69.4% | +93.3% |
| 3Y | +367.5% | -25.3% | +392.9% | +403.4% |
| All | +367.5% | -24.9% | +392.5% | +403.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling