+252.1%
ROIV vs USFD
+227.8%
+24.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -3.4% |
| 7D | -2.4% | +3.9% | -6.3% | -3.5% |
| 30D | +3.1% | +10.7% | -7.6% | 0.0% |
| 3M | +5.8% | +6.3% | -0.5% | +3.6% |
| 6M | +29.3% | +16.2% | +13.1% | +22.7% |
| YTD | +68.8% | +41.9% | +26.9% | +49.5% |
| 1Y | +81.0% | +44.2% | +36.8% | +59.3% |
| 3Y | +294.6% | +159.8% | +134.8% | +187.6% |
| 5Y | +373.1% | +177.1% | +196.0% | +226.5% |
| All | +252.1% | +227.8% | +24.4% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling