+198.5%
ROIV vs FTV
-0.9%
+199.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +0.6% | -4.5% | +5.1% | +2.1% |
| 30D | +1.0% | -7.1% | +8.0% | +3.3% |
| 3M | +18.3% | -7.2% | +25.5% | +20.6% |
| 6M | +18.3% | -1.5% | +19.8% | +17.8% |
| YTD | +61.0% | +3.5% | +57.5% | +56.6% |
| 1Y | +177.9% | +20.3% | +157.5% | +153.2% |
| All | +198.5% | -0.9% | +199.5% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling