+273.8%
ROIV vs USFD
+227.2%
+46.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.3% | +6.2% |
| 7D | +5.3% | +3.0% | +2.4% | +4.4% |
| 30D | +11.9% | +11.1% | +0.8% | +8.5% |
| 3M | +10.7% | -0.3% | +11.0% | +10.5% |
| 6M | +34.9% | +15.9% | +19.0% | +28.2% |
| YTD | +79.2% | +41.6% | +37.5% | +58.8% |
| 1Y | +89.0% | +49.4% | +39.6% | +64.5% |
| 3Y | +337.3% | +157.8% | +179.5% | +219.4% |
| 5Y | +402.3% | +176.6% | +225.7% | +246.8% |
| All | +273.8% | +227.2% | +46.6% | +157.0% |
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