+280.1%
ROIV vs FFIV
+84.2%
+195.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.5% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +17.6% | -32.4% | +50.0% | +27.8% |
| 3M | +9.0% | -25.7% | +34.6% | +15.3% |
| 6M | +35.3% | -13.5% | +48.8% | +36.7% |
| YTD | +82.2% | +21.1% | +61.1% | +65.8% |
| 1Y | +92.3% | +29.4% | +62.8% | +71.2% |
| 3Y | +336.8% | +94.9% | +241.9% | +229.4% |
| 5Y | +370.6% | +34.7% | +335.9% | +261.3% |
| All | +280.1% | +84.2% | +195.9% | +193.7% |
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