-83.2%
FIG vs ROIV
+249.8%
-333.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | +3.4% | +1.7% | +1.7% | +3.3% |
| 30D | -9.5% | +17.6% | -27.0% | -9.8% |
| 3M | -26.2% | +9.0% | -35.1% | -26.3% |
| 6M | +2.7% | +35.3% | -32.6% | +0.4% |
| YTD | -48.0% | +82.2% | -130.1% | -50.5% |
| 1Y | -52.0% | +92.3% | -144.3% | -55.2% |
| All | -83.2% | +249.8% | -333.0% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling