-76.9%
FIS vs ROIV
+298.6%
-375.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.6% |
| 7D | +1.5% | +9.5% | -8.0% | +1.1% |
| 30D | -11.8% | +21.0% | -32.8% | -12.7% |
| 3M | -28.5% | +18.7% | -47.3% | -29.4% |
| 6M | -27.0% | +44.5% | -71.5% | -29.0% |
| YTD | -53.1% | +92.9% | -146.0% | -55.3% |
| 1Y | -52.8% | +100.2% | -153.0% | -55.2% |
| 3Y | -37.5% | +375.0% | -412.5% | -44.2% |
| 5Y | -71.1% | +435.2% | -506.2% | -76.0% |
| All | -76.9% | +298.6% | -375.5% | -80.2% |
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 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