-59.1%
FIG vs ROIV
+93.5%
-152.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.2% | -4.2% | +1.7% |
| 7D | -13.1% | +5.3% | -18.5% | -13.2% |
| 30D | -13.0% | +11.9% | -24.9% | -13.1% |
| 3M | -21.5% | +10.7% | -32.2% | -21.4% |
| 6M | -2.5% | +34.9% | -37.4% | -4.2% |
| YTD | -49.7% | +79.2% | -128.8% | -51.2% |
| 1Y | -59.1% | +89.0% | -148.1% | -61.3% |
| All | -59.1% | +93.5% | -152.6% | -61.3% |
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