+420.4%
FIX vs ROIV
+290.8%
+129.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.2% | -7.4% | -10.1% |
| 7D | -27.2% | -2.4% | -24.8% | -26.7% |
| 30D | -46.9% | +3.1% | -50.0% | -47.6% |
| 3M | -44.4% | +5.8% | -50.3% | -46.2% |
| 6M | -50.9% | +29.3% | -80.2% | -56.1% |
| YTD | +3.5% | +68.8% | -65.2% | -16.7% |
| 1Y | -2.1% | +81.0% | -83.1% | -23.6% |
| All | +420.4% | +290.8% | +129.6% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling