-77.5%
FIS vs ROIV
+248.8%
-326.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -1.1% |
| 7D | -21.2% | -2.4% | -18.8% | -21.1% |
| 30D | -12.1% | +3.1% | -15.1% | -12.3% |
| 3M | -30.6% | +5.8% | -36.4% | -31.1% |
| 6M | -35.5% | +29.3% | -64.8% | -36.9% |
| YTD | -54.4% | +68.8% | -123.1% | -56.3% |
| 1Y | -52.9% | +81.0% | -133.9% | -55.1% |
| 3Y | -38.7% | +294.6% | -333.3% | -44.8% |
| 5Y | -70.4% | +373.1% | -443.6% | -75.4% |
| All | -77.5% | +248.8% | -326.3% | -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 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