+235.9%
ROIV vs FFIV
+132.7%
+103.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | +1.0% | -5.1% | +6.0% | +2.3% |
| 3M | +18.3% | -4.5% | +22.7% | +19.4% |
| 6M | +18.3% | +36.5% | -18.1% | +7.6% |
| YTD | +61.0% | +53.0% | +8.0% | +40.8% |
| 1Y | +177.9% | +24.2% | +153.7% | +157.3% |
| 3Y | +199.1% | +137.2% | +61.8% | +119.2% |
| 5Y | +250.7% | +91.8% | +158.9% | +161.9% |
| All | +235.9% | +132.7% | +103.2% | +149.4% |
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