+381.8%
ROIV vs FGI
-70.4%
+452.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +1.4% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | +1.0% | +65.4% | -64.4% | -1.4% |
| 3M | +18.3% | +23.5% | -5.2% | +16.2% |
| 6M | +18.3% | +60.5% | -42.2% | +13.2% |
| YTD | +61.0% | +30.0% | +31.0% | +55.0% |
| 1Y | +177.9% | +82.1% | +95.8% | +154.4% |
| 3Y | +199.1% | -4.4% | +203.4% | +175.9% |
| All | +381.8% | -70.4% | +452.2% | +366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling