+197.3%
ROIV vs FGI
-4.4%
+201.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +1.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | +1.0% | +65.4% | -64.4% | +0.3% |
| 3M | +18.3% | +23.5% | -5.2% | +17.7% |
| 6M | +18.3% | +60.5% | -42.2% | +16.7% |
| YTD | +61.0% | +30.0% | +31.0% | +59.2% |
| 1Y | +177.9% | +82.1% | +95.8% | +169.8% |
| All | +197.3% | -4.4% | +201.7% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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