+311.9%
ROIV vs FGI
+2.3%
+309.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -2.4% | -11.6% | +9.2% | -2.3% |
| 30D | +3.1% | -3.3% | +6.4% | +3.1% |
| 3M | +5.8% | +65.6% | -59.7% | +5.2% |
| 6M | +29.3% | -2.8% | +32.1% | +28.8% |
| YTD | +68.8% | +30.1% | +38.6% | +67.0% |
| 1Y | +81.0% | +50.2% | +30.9% | +78.2% |
| All | +311.9% | +2.3% | +309.6% | +321.6% |
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