+42.9%
FICO vs ROIV
+298.6%
-255.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.4% |
| 7D | +4.0% | +9.5% | -5.5% | +3.0% |
| 30D | -1.5% | +21.0% | -22.5% | -3.4% |
| 3M | -29.8% | +18.7% | -48.5% | -31.2% |
| 6M | -33.3% | +44.5% | -77.8% | -36.1% |
| YTD | -56.9% | +92.9% | -149.7% | -60.1% |
| 1Y | -59.5% | +100.2% | -159.7% | -62.7% |
| 3Y | -26.9% | +375.0% | -401.9% | -38.5% |
| 5Y | +92.9% | +435.2% | -342.3% | +47.0% |
| All | +42.9% | +298.6% | -255.7% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling