+948.1%
FIX vs ROIV
+378.2%
+569.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.2% | -0.7% | +4.6% |
| 7D | -17.5% | +5.3% | -22.8% | -18.1% |
| 30D | -41.6% | +11.9% | -53.5% | -42.5% |
| 3M | -40.6% | +10.7% | -51.3% | -41.6% |
| 6M | -49.4% | +34.9% | -84.3% | -51.4% |
| YTD | +9.2% | +79.2% | -70.0% | +1.3% |
| 1Y | +6.5% | +89.0% | -82.6% | -1.8% |
| 3Y | +448.7% | +337.3% | +111.4% | +366.7% |
| All | +948.1% | +378.2% | +569.9% | +714.8% |
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