+273.8%
ROIV vs FFIV
+85.2%
+188.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.2% |
| 7D | +5.3% | -8.1% | +13.5% | +7.5% |
| 30D | +11.9% | -33.4% | +45.3% | +22.0% |
| 3M | +10.7% | -24.7% | +35.5% | +16.6% |
| 6M | +34.9% | -8.8% | +43.8% | +34.3% |
| YTD | +79.2% | +21.8% | +57.4% | +62.8% |
| 1Y | +89.0% | +25.3% | +63.7% | +70.0% |
| 3Y | +337.3% | +101.2% | +236.2% | +226.4% |
| 5Y | +402.3% | +40.2% | +362.1% | +286.4% |
| All | +273.8% | +85.2% | +188.6% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling