+235.9%
ROIV vs FTV
+12.3%
+223.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +0.6% | -4.5% | +5.1% | +2.4% |
| 30D | +1.0% | -7.1% | +8.0% | +3.7% |
| 3M | +18.3% | -7.2% | +25.5% | +21.0% |
| 6M | +18.3% | -1.5% | +19.8% | +18.0% |
| YTD | +61.0% | +3.5% | +57.5% | +56.2% |
| 1Y | +177.9% | +20.3% | +157.5% | +152.1% |
| 3Y | +199.1% | -3.1% | +202.2% | +192.2% |
| 5Y | +250.7% | +2.3% | +248.4% | +195.2% |
| All | +235.9% | +12.3% | +223.5% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling