+376.1%
ROIV vs FHN
+60.0%
+316.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.4% |
| 7D | +9.2% | +1.3% | +7.9% | +9.0% |
| 30D | +19.9% | +2.8% | +17.1% | +19.5% |
| 3M | +10.6% | -8.9% | +19.5% | +12.0% |
| 6M | +36.1% | -0.7% | +36.8% | +36.1% |
| YTD | +84.3% | +0.1% | +84.2% | +84.0% |
| 1Y | +87.6% | +10.4% | +77.2% | +84.9% |
| 3Y | +353.9% | +128.8% | +225.1% | +321.9% |
| 5Y | +376.1% | +61.5% | +314.6% | +474.3% |
| All | +376.1% | +60.0% | +316.1% | +474.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling