+389.2%
ROIV vs FIVE
+16.7%
+372.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +1.7% | +2.7% | -1.0% | +1.1% |
| 30D | +17.6% | +12.7% | +4.9% | +14.6% |
| 3M | +9.0% | +2.1% | +6.9% | +8.3% |
| 6M | +35.3% | +17.5% | +17.8% | +30.0% |
| YTD | +82.2% | +31.0% | +51.2% | +70.5% |
| 1Y | +92.3% | +67.7% | +24.5% | +70.9% |
| 3Y | +336.8% | +43.4% | +293.4% | +290.9% |
| All | +389.2% | +16.7% | +372.5% | +243.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling