+436.3%
ROIV vs FGI
-70.6%
+506.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.2% |
| 7D | +5.3% | -7.0% | +12.3% | +5.5% |
| 30D | +11.9% | -4.2% | +16.1% | +11.9% |
| 3M | +10.7% | +55.6% | -44.9% | +8.2% |
| 6M | +34.9% | -3.2% | +38.1% | +33.0% |
| YTD | +79.2% | +29.1% | +50.0% | +72.3% |
| 1Y | +89.0% | +51.0% | +38.0% | +79.2% |
| 3Y | +337.3% | +1.5% | +335.8% | +299.7% |
| All | +436.3% | -70.6% | +506.8% | +418.4% |
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