+373.1%
ROIV vs FIVE
+15.3%
+357.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -3.3% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | +3.1% | +14.9% | -11.9% | 0.0% |
| 3M | +5.8% | +7.6% | -1.8% | +4.1% |
| 6M | +29.3% | +6.4% | +22.9% | +26.7% |
| YTD | +68.8% | +28.1% | +40.7% | +58.6% |
| 1Y | +81.0% | +54.7% | +26.3% | +63.4% |
| 3Y | +294.6% | +36.1% | +258.6% | +258.3% |
| 5Y | +373.1% | +14.9% | +358.2% | +239.9% |
| All | +373.1% | +15.3% | +357.8% | +239.9% |
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