+250.4%
ROIV vs FIVE
+31.2%
+219.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.5% |
| 7D | +0.6% | +4.3% | -3.6% | -0.3% |
| 30D | +1.0% | +12.5% | -11.6% | -1.6% |
| 3M | +18.3% | +31.2% | -13.0% | +11.4% |
| 6M | +18.3% | +14.4% | +4.0% | +14.0% |
| YTD | +61.0% | +33.9% | +27.1% | +50.1% |
| 1Y | +177.9% | +65.1% | +112.8% | +147.2% |
| 3Y | +199.1% | +49.0% | +150.1% | +164.5% |
| All | +250.4% | +31.2% | +219.1% | +188.1% |
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