+280.1%
ROIV vs USFD
+232.7%
+47.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | +17.6% | +10.2% | +7.4% | +14.3% |
| 3M | +9.0% | -1.5% | +10.4% | +9.2% |
| 6M | +35.3% | +27.3% | +7.9% | +25.0% |
| YTD | +82.2% | +44.0% | +38.2% | +60.7% |
| 1Y | +92.3% | +50.4% | +41.9% | +67.2% |
| 3Y | +336.8% | +153.6% | +183.2% | +220.8% |
| 5Y | +370.6% | +219.0% | +151.6% | +224.6% |
| All | +280.1% | +232.7% | +47.4% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling