+302.4%
ROIV vs FFIV
+90.7%
+211.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.4% |
| 7D | +9.5% | -2.9% | +12.4% | +10.3% |
| 30D | +21.0% | -32.4% | +53.4% | +31.5% |
| 3M | +18.7% | -22.7% | +41.4% | +24.4% |
| 6M | +44.5% | -10.7% | +55.2% | +44.9% |
| YTD | +92.9% | +25.4% | +67.5% | +74.1% |
| 1Y | +100.2% | +34.2% | +66.1% | +76.8% |
| 3Y | +375.0% | +101.2% | +273.8% | +255.6% |
| 5Y | +435.2% | +42.0% | +393.2% | +308.1% |
| All | +302.4% | +90.7% | +211.7% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling