-83.7%
FIG vs ROIV
+244.1%
-327.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.2% | -4.2% | +1.7% |
| 7D | -13.1% | +5.3% | -18.5% | -13.3% |
| 30D | -13.0% | +11.9% | -24.9% | -13.2% |
| 3M | -21.5% | +10.7% | -32.2% | -21.6% |
| 6M | -2.5% | +34.9% | -37.4% | -4.8% |
| YTD | -49.7% | +79.2% | -128.8% | -52.1% |
| 1Y | -59.1% | +89.0% | -148.1% | -61.6% |
| All | -83.7% | +244.1% | -327.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling