+336.8%
ROIV vs FTV
+39.2%
+297.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.7% | +3.9% | -2.2% | +0.4% |
| 30D | +17.6% | +18.7% | -1.1% | +11.3% |
| 3M | +9.0% | +10.0% | -1.1% | +5.7% |
| 6M | +35.3% | +14.6% | +20.7% | +28.7% |
| YTD | +82.2% | +23.4% | +58.7% | +66.8% |
| 1Y | +92.3% | +31.3% | +61.0% | +70.8% |
| 3Y | +336.8% | +39.8% | +297.0% | +245.7% |
| All | +336.8% | +39.2% | +297.6% | +245.7% |
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