+291.1%
ROIV vs FFIV
+89.4%
+201.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.1% |
| 7D | +13.3% | -2.1% | +15.4% | +13.9% |
| 30D | +14.8% | -33.8% | +48.5% | +25.4% |
| 3M | +11.9% | -20.6% | +32.5% | +16.4% |
| 6M | +42.4% | -10.2% | +52.6% | +42.6% |
| YTD | +87.4% | +24.5% | +62.9% | +69.5% |
| 1Y | +97.2% | +29.3% | +67.9% | +76.0% |
| 3Y | +375.7% | +103.8% | +271.9% | +254.3% |
| 5Y | +379.0% | +40.9% | +338.2% | +265.9% |
| All | +291.1% | +89.4% | +201.7% | +200.1% |
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