+411.6%
ROIV vs USFR
+21.3%
+390.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.6% |
| 30D | +11.9% | +0.4% | +11.5% | +12.9% |
| 3M | +10.7% | +1.1% | +9.7% | +13.5% |
| 6M | +34.9% | +2.1% | +32.9% | +41.6% |
| YTD | +79.2% | +3.4% | +75.8% | +91.9% |
| 1Y | +89.0% | +4.1% | +84.9% | +104.6% |
| 3Y | +337.3% | +14.4% | +322.9% | +450.8% |
| All | +411.6% | +21.3% | +390.2% | +580.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling