+250.4%
ROIV vs FTV
+2.3%
+248.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +0.6% | -4.5% | +5.1% | +2.6% |
| 30D | +1.0% | -7.1% | +8.0% | +4.0% |
| 3M | +18.3% | -7.2% | +25.5% | +21.3% |
| 6M | +18.3% | -1.5% | +19.8% | +17.9% |
| YTD | +61.0% | +3.5% | +57.5% | +55.4% |
| 1Y | +177.9% | +20.3% | +157.5% | +148.1% |
| 3Y | +199.1% | -3.1% | +202.2% | +191.3% |
| All | +250.4% | +2.3% | +248.0% | +174.2% |
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