-58.8%
FICO vs ROIV
+101.7%
-160.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +2.6% |
| 7D | -0.1% | +13.3% | -13.4% | -0.5% |
| 30D | +8.4% | +14.8% | -6.3% | +7.9% |
| 3M | -30.5% | +11.9% | -42.4% | -30.6% |
| 6M | -35.7% | +42.4% | -78.1% | -37.7% |
| YTD | -57.2% | +87.4% | -144.6% | -60.0% |
| All | -58.8% | +101.7% | -160.5% | -62.4% |
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