+177.5%
ROIV vs FIGR
-28.7%
+206.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.1% | -10.6% | -4.9% |
| 7D | +9.2% | +22.8% | -13.6% | +7.4% |
| 30D | +19.9% | -5.8% | +25.7% | +20.0% |
| 3M | +10.6% | -16.3% | +26.9% | +11.7% |
| 6M | +36.1% | -35.0% | +71.1% | +38.5% |
| YTD | +84.3% | -37.1% | +121.4% | +86.9% |
| 1Y | +87.6% | -31.2% | +118.8% | +91.5% |
| All | +177.5% | -28.7% | +206.2% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling