+3,115.1%
FIX vs ROIV
+232.7%
+2,882.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +6.0% | +0.6% | +5.4% | +6.0% |
| 30D | -7.2% | +1.0% | -8.2% | -7.4% |
| 3M | -15.9% | +18.3% | -34.1% | -17.4% |
| 6M | +12.7% | +18.3% | -5.6% | +10.5% |
| YTD | +72.8% | +61.0% | +11.8% | +64.0% |
| 1Y | +122.9% | +177.9% | -55.0% | +100.8% |
| 3Y | +774.3% | +199.1% | +575.3% | +675.8% |
| 5Y | +2,049.5% | +250.7% | +1,798.8% | +1,616.8% |
| All | +3,115.1% | +232.7% | +2,882.4% | +2,459.7% |
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