-59.7%
FICO vs ROIV
+91.0%
-150.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.9% | -1.4% |
| 7D | +1.4% | +9.2% | -7.8% | +1.1% |
| 30D | -0.8% | +19.9% | -20.7% | -1.4% |
| 3M | -31.3% | +10.6% | -41.9% | -31.4% |
| 6M | -33.9% | +36.1% | -70.0% | -35.7% |
| YTD | -57.6% | +84.3% | -141.9% | -60.5% |
| 1Y | -59.7% | +87.6% | -147.2% | -63.0% |
| All | -59.7% | +91.0% | -150.6% | -63.0% |
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