+235.9%
ROIV vs FND
-40.6%
+276.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | +0.6% | -5.2% | +5.9% | +1.9% |
| 30D | +1.0% | -19.9% | +20.8% | +6.2% |
| 3M | +18.3% | +2.7% | +15.6% | +16.5% |
| 6M | +18.3% | -21.7% | +40.0% | +23.7% |
| YTD | +61.0% | -17.5% | +78.5% | +65.4% |
| 1Y | +177.9% | -39.3% | +217.2% | +206.0% |
| 3Y | +199.1% | -49.8% | +248.8% | +232.8% |
| 5Y | +250.7% | -60.1% | +310.8% | +256.5% |
| All | +235.9% | -40.6% | +276.5% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 all: compounded portfolio wealth divided by compounded FND 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…
all analysis · Full analysis span regression · 6 months rolling