+302.0%
ROIV vs FLR
+209.2%
+92.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | +22.3% | -3.1% | +25.5% | +22.9% |
| 30D | +16.9% | +4.9% | +11.9% | +15.9% |
| 3M | +43.9% | +10.8% | +33.1% | +41.0% |
| 6M | +41.6% | +19.7% | +21.9% | +36.4% |
| YTD | +92.7% | +38.4% | +54.3% | +81.6% |
| 1Y | +210.2% | +34.7% | +175.5% | +192.3% |
| 3Y | +231.8% | +56.7% | +175.2% | +197.6% |
| 5Y | +319.8% | +241.6% | +78.2% | +267.7% |
| All | +302.0% | +209.2% | +92.8% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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