+38.2%
FICO vs ROIV
+270.3%
-232.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.0% |
| 7D | -0.9% | +5.3% | -6.3% | -1.5% |
| 30D | +3.3% | +11.9% | -8.5% | +2.1% |
| 3M | -31.7% | +10.7% | -42.4% | -32.6% |
| 6M | -34.0% | +34.9% | -68.9% | -36.4% |
| YTD | -58.3% | +79.2% | -137.5% | -61.2% |
| 1Y | -57.9% | +89.0% | -146.9% | -61.1% |
| 3Y | -24.1% | +337.3% | -361.4% | -35.6% |
| 5Y | +85.3% | +402.3% | -317.0% | +42.2% |
| All | +38.2% | +270.3% | -232.1% | +16.5% |
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