+298.8%
ROIV vs USFR
+20.4%
+278.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | 0.0% | +18.7% | +18.8% |
| 7D | +20.2% | +0.1% | +20.1% | +20.3% |
| 30D | +14.1% | +0.3% | +13.8% | +14.8% |
| 3M | +45.6% | +1.0% | +44.6% | +48.0% |
| 6M | +44.1% | +1.9% | +42.2% | +48.0% |
| YTD | +91.2% | +2.7% | +88.5% | +97.4% |
| 1Y | +221.3% | +4.0% | +217.3% | +235.9% |
| 3Y | +229.2% | +14.0% | +215.2% | +283.3% |
| 5Y | +316.5% | +20.4% | +296.1% | +405.4% |
| All | +298.8% | +20.4% | +278.4% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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