+86.1%
FICO vs ROIV
+369.5%
-283.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.3% |
| 7D | -0.3% | -2.4% | +2.1% | -0.1% |
| 30D | +1.7% | +3.1% | -1.4% | +1.3% |
| 3M | -35.2% | +5.8% | -41.0% | -35.8% |
| 6M | -33.7% | +29.3% | -63.0% | -36.0% |
| YTD | -58.2% | +68.8% | -126.9% | -60.9% |
| 1Y | -56.6% | +81.0% | -137.6% | -59.8% |
| 3Y | -24.0% | +294.6% | -318.6% | -35.5% |
| 5Y | +86.1% | +373.1% | -287.1% | +41.0% |
| All | +86.1% | +369.5% | -283.4% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling