-79.1%
FIG vs ROIV
+209.1%
-288.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.4% |
| 7D | -16.3% | +0.6% | -16.9% | -16.3% |
| 30D | -14.3% | +1.0% | -15.3% | -14.2% |
| 3M | +7.2% | +18.3% | -11.1% | +5.4% |
| 6M | -18.6% | +18.3% | -37.0% | -20.4% |
| YTD | -35.5% | +61.0% | -96.4% | -38.3% |
| 1Y | -55.8% | +177.9% | -233.7% | -63.8% |
| All | -79.1% | +209.1% | -288.2% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling