+302.4%
ROIV vs FIVE
+55.0%
+247.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +9.5% | -0.5% | +10.0% | +9.6% |
| 30D | +21.0% | +17.4% | +3.6% | +17.3% |
| 3M | +18.7% | +7.0% | +11.7% | +17.0% |
| 6M | +44.5% | +20.5% | +24.0% | +38.7% |
| YTD | +92.9% | +33.1% | +59.7% | +81.2% |
| 1Y | +100.2% | +67.1% | +33.2% | +80.3% |
| 3Y | +375.0% | +41.9% | +333.1% | +326.7% |
| 5Y | +435.2% | +21.1% | +414.1% | +344.3% |
| All | +302.4% | +55.0% | +247.4% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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