+273.8%
ROIV vs FHN
+118.5%
+155.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.2% |
| 7D | +5.3% | -1.0% | +6.3% | +5.5% |
| 30D | +11.9% | +0.2% | +11.7% | +11.9% |
| 3M | +10.7% | -9.0% | +19.7% | +11.9% |
| 6M | +34.9% | -6.8% | +41.7% | +35.9% |
| YTD | +79.2% | -1.5% | +80.7% | +79.2% |
| 1Y | +89.0% | +10.9% | +78.1% | +86.5% |
| 3Y | +337.3% | +119.4% | +218.0% | +310.6% |
| 5Y | +402.3% | +57.5% | +344.8% | +404.0% |
| All | +273.8% | +118.5% | +155.3% | +278.6% |
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