+405.1%
ROIV vs FGI
-70.3%
+475.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -2.4% | -11.6% | +9.2% | -2.2% |
| 30D | +3.1% | -3.3% | +6.4% | +3.1% |
| 3M | +5.8% | +65.6% | -59.7% | +3.2% |
| 6M | +29.3% | -2.8% | +32.1% | +27.5% |
| YTD | +68.8% | +30.1% | +38.6% | +62.3% |
| 1Y | +81.0% | +50.2% | +30.9% | +71.7% |
| 3Y | +294.6% | -0.4% | +295.0% | +262.3% |
| All | +405.1% | -70.3% | +475.4% | +388.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling