-83.6%
FIG vs ROIV
+253.9%
-337.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | 0.0% |
| 7D | +2.6% | +9.2% | -6.6% | +2.1% |
| 30D | -13.1% | +19.9% | -33.0% | -13.4% |
| 3M | -20.3% | +10.6% | -30.9% | -20.5% |
| 6M | -2.1% | +36.1% | -38.2% | -4.3% |
| YTD | -49.4% | +84.3% | -133.7% | -51.9% |
| 1Y | -57.0% | +87.6% | -144.6% | -59.3% |
| All | -83.6% | +253.9% | -337.5% | -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