+273.8%
ROIV vs FTV
+29.0%
+244.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.2% | +6.2% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +11.9% | +15.7% | -3.8% | +6.1% |
| 3M | +10.7% | +7.5% | +3.2% | +7.6% |
| 6M | +34.9% | +8.5% | +26.4% | +30.0% |
| YTD | +79.2% | +18.8% | +60.4% | +65.0% |
| 1Y | +89.0% | +28.5% | +60.5% | +68.1% |
| 3Y | +337.3% | +34.0% | +303.3% | +276.5% |
| 5Y | +402.3% | +12.6% | +389.7% | +301.8% |
| All | +273.8% | +29.0% | +244.9% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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