+302.4%
ROIV vs USFD
+236.7%
+65.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +9.5% | -0.2% | +9.6% | +9.6% |
| 30D | +21.0% | +12.3% | +8.7% | +16.9% |
| 3M | +18.7% | -0.7% | +19.4% | +18.7% |
| 6M | +44.5% | +31.3% | +13.2% | +32.3% |
| YTD | +92.9% | +45.7% | +47.1% | +69.5% |
| 1Y | +100.2% | +52.1% | +48.1% | +73.5% |
| 3Y | +375.0% | +158.2% | +216.8% | +246.9% |
| 5Y | +435.2% | +213.8% | +221.4% | +267.2% |
| All | +302.4% | +236.7% | +65.7% | +174.4% |
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