+411.6%
ROIV vs FIVE
+14.2%
+397.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +11.9% | +17.7% | -5.8% | +8.0% |
| 3M | +10.7% | +4.0% | +6.7% | +9.6% |
| 6M | +34.9% | +2.6% | +32.3% | +33.3% |
| YTD | +79.2% | +27.6% | +51.6% | +68.6% |
| 1Y | +89.0% | +59.9% | +29.1% | +69.5% |
| 3Y | +337.3% | +35.8% | +301.6% | +297.2% |
| All | +411.6% | +14.2% | +397.4% | +271.4% |
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