-38.6%
FICO vs ROIV
+177.7%
-216.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -16.8% |
| 7D | -19.2% | +0.6% | -19.8% | -19.2% |
| 30D | -14.6% | +1.0% | -15.5% | -14.7% |
| 3M | -20.1% | +18.3% | -38.4% | -22.2% |
| 6M | -36.3% | +18.3% | -54.6% | -38.3% |
| YTD | -44.9% | +61.0% | -105.8% | -49.7% |
| 1Y | -38.6% | +177.9% | -216.5% | -53.7% |
| All | -38.6% | +177.7% | -216.3% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling