-24.1%
FICO vs ROIV
+314.9%
-339.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.3% |
| 7D | -0.9% | +5.3% | -6.3% | -1.8% |
| 30D | +3.3% | +11.9% | -8.5% | +1.4% |
| 3M | -31.7% | +10.7% | -42.4% | -33.1% |
| 6M | -34.0% | +34.9% | -68.9% | -38.4% |
| YTD | -58.3% | +79.2% | -137.5% | -63.9% |
| 1Y | -57.9% | +89.0% | -146.9% | -64.2% |
| 3Y | -24.1% | +337.3% | -361.4% | -47.7% |
| All | -24.1% | +314.9% | -339.0% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling