-51.7%
FIG vs ROIV
+97.8%
-149.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.8% | +5.2% |
| 7D | -4.7% | +3.0% | -7.7% | -4.7% |
| 30D | +0.5% | +6.8% | -6.3% | +0.4% |
| 3M | -18.4% | +10.5% | -28.9% | -18.2% |
| 6M | +10.9% | +34.8% | -23.9% | +8.6% |
| YTD | -40.8% | +76.2% | -117.0% | -42.6% |
| 1Y | -51.7% | +92.4% | -144.1% | -55.6% |
| All | -51.7% | +97.8% | -149.5% | -55.6% |
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