+336.8%
ROIV vs USFR
+14.4%
+322.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.9% |
| 30D | +17.6% | +0.4% | +17.2% | +18.8% |
| 3M | +9.0% | +1.1% | +7.9% | +13.1% |
| 6M | +35.3% | +2.0% | +33.3% | +45.4% |
| YTD | +82.2% | +3.5% | +78.7% | +97.3% |
| 1Y | +92.3% | +4.1% | +88.2% | +108.7% |
| 3Y | +336.8% | +14.4% | +322.4% | +260.3% |
| All | +336.8% | +14.4% | +322.4% | +260.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling