+894.6%
FIX vs ROIV
+369.5%
+525.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.2% | -7.4% | -11.0% |
| 7D | -27.2% | -2.4% | -24.8% | -27.1% |
| 30D | -46.9% | +3.1% | -50.0% | -47.2% |
| 3M | -44.4% | +5.8% | -50.3% | -45.0% |
| 6M | -50.9% | +29.3% | -80.2% | -52.6% |
| YTD | +3.5% | +68.8% | -65.2% | -3.2% |
| 1Y | -2.1% | +81.0% | -83.1% | -9.2% |
| 3Y | +418.7% | +294.6% | +124.1% | +345.5% |
| 5Y | +894.6% | +373.1% | +521.4% | +679.9% |
| All | +894.6% | +369.5% | +525.1% | +679.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling