+291.1%
ROIV vs FHN
+123.2%
+167.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.3% |
| 7D | +13.3% | -0.5% | +13.8% | +13.4% |
| 30D | +14.8% | +1.9% | +12.8% | +14.5% |
| 3M | +11.9% | -6.9% | +18.9% | +12.9% |
| 6M | +42.4% | -3.1% | +45.5% | +42.8% |
| YTD | +87.4% | +0.6% | +86.8% | +87.0% |
| 1Y | +97.2% | +12.4% | +84.9% | +94.3% |
| 3Y | +375.7% | +133.7% | +242.0% | +345.0% |
| 5Y | +379.0% | +61.4% | +317.7% | +379.3% |
| All | +291.1% | +123.2% | +167.9% | +295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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