-83.6%
FIG vs ROIV
+270.4%
-353.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | -14.3% | +9.5% | -23.7% | -14.7% |
| 30D | -13.6% | +21.0% | -34.6% | -14.2% |
| 3M | -23.7% | +18.7% | -42.4% | -24.1% |
| 6M | -5.4% | +44.5% | -49.9% | -7.9% |
| YTD | -49.2% | +92.9% | -142.1% | -51.9% |
| 1Y | -57.4% | +100.2% | -157.6% | -60.0% |
| All | -83.6% | +270.4% | -353.9% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling