+298.8%
ROIV vs FTV
+11.5%
+287.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.8% | +19.5% | +19.0% |
| 7D | +20.2% | -0.4% | +20.6% | +20.3% |
| 30D | +14.1% | -8.3% | +22.5% | +17.8% |
| 3M | +45.6% | -7.4% | +53.0% | +49.0% |
| 6M | +44.1% | -1.2% | +45.3% | +43.4% |
| YTD | +91.2% | +2.7% | +88.5% | +86.0% |
| 1Y | +221.3% | +18.4% | +202.9% | +193.2% |
| 3Y | +229.2% | -2.0% | +231.2% | +220.0% |
| 5Y | +316.5% | +3.4% | +313.1% | +251.7% |
| All | +298.8% | +11.5% | +287.3% | +237.5% |
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