+284.5%
ROIV vs FIVE
+52.8%
+231.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.2% |
| 7D | +9.2% | +2.4% | +6.8% | +8.7% |
| 30D | +19.9% | +15.8% | +4.1% | +16.5% |
| 3M | +10.6% | +3.8% | +6.8% | +9.7% |
| 6M | +36.1% | +18.5% | +17.5% | +31.0% |
| YTD | +84.3% | +31.2% | +53.1% | +73.6% |
| 1Y | +87.6% | +61.8% | +25.8% | +69.9% |
| 3Y | +353.9% | +39.9% | +314.0% | +309.0% |
| 5Y | +376.1% | +18.3% | +357.8% | +296.5% |
| All | +284.5% | +52.8% | +231.8% | +217.1% |
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