+389.2%
ROIV vs FTV
+17.3%
+371.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.7% | +3.9% | -2.2% | +0.1% |
| 30D | +17.6% | +18.7% | -1.1% | +9.6% |
| 3M | +9.0% | +10.0% | -1.1% | +4.6% |
| 6M | +35.3% | +14.6% | +20.7% | +26.8% |
| YTD | +82.2% | +23.4% | +58.7% | +63.3% |
| 1Y | +92.3% | +31.3% | +61.0% | +66.9% |
| 3Y | +336.8% | +39.8% | +297.0% | +258.3% |
| All | +389.2% | +17.3% | +371.9% | +242.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling