+376.1%
ROIV vs FDS
-23.2%
+399.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | +9.2% | -2.6% | +11.8% | +9.5% |
| 30D | +19.9% | +14.1% | +5.8% | +17.7% |
| 3M | +10.6% | +19.8% | -9.2% | +7.3% |
| 6M | +36.1% | +55.0% | -18.9% | +23.8% |
| YTD | +84.3% | +15.9% | +68.4% | +80.6% |
| 1Y | +87.6% | +24.2% | +63.4% | +79.7% |
| 3Y | +353.9% | -24.0% | +377.9% | +405.1% |
| 5Y | +376.1% | -23.3% | +399.4% | +377.3% |
| All | +376.1% | -23.2% | +399.3% | +377.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling