-77.4%
FIS vs ROIV
+276.5%
-353.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.8% |
| 30D | -16.7% | +17.6% | -34.3% | -17.5% |
| 3M | -32.3% | +9.0% | -41.2% | -32.8% |
| 6M | -29.1% | +35.3% | -64.3% | -30.7% |
| YTD | -54.1% | +82.2% | -136.3% | -56.2% |
| 1Y | -53.7% | +92.3% | -146.0% | -56.0% |
| 3Y | -38.8% | +336.8% | -375.6% | -45.2% |
| 5Y | -71.1% | +370.6% | -441.7% | -75.9% |
| All | -77.4% | +276.5% | -353.9% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling