+252.1%
ROIV vs FDS
+3.7%
+248.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | -2.4% | +6.4% | -8.8% | -3.2% |
| 30D | +3.1% | +25.2% | -22.1% | +0.1% |
| 3M | +5.8% | +22.9% | -17.1% | +2.5% |
| 6M | +29.3% | +56.5% | -27.2% | +18.1% |
| YTD | +68.8% | +19.0% | +49.8% | +64.5% |
| 1Y | +81.0% | +32.7% | +48.3% | +70.8% |
| 3Y | +294.6% | -20.4% | +315.0% | +327.7% |
| 5Y | +373.1% | -19.6% | +392.7% | +378.7% |
| All | +252.1% | +3.7% | +248.4% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling