+82.8%
FICO vs ROIV
+232.7%
-149.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -16.8% |
| 7D | -19.2% | +0.6% | -19.8% | -19.3% |
| 30D | -14.6% | +1.0% | -15.5% | -14.7% |
| 3M | -20.1% | +18.3% | -38.4% | -21.7% |
| 6M | -36.3% | +18.3% | -54.6% | -37.7% |
| YTD | -44.9% | +61.0% | -105.8% | -48.0% |
| 1Y | -38.6% | +177.9% | -216.5% | -45.4% |
| 3Y | +4.0% | +199.1% | -195.1% | -9.1% |
| 5Y | +99.5% | +250.7% | -151.2% | +64.8% |
| All | +82.8% | +232.7% | -149.9% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling