Methodology · reviewed
Rolling returns: the range of 1- and 3-year outcomes
Instead of one start date, we look at every 12-month (and every 3-year) stretch in the record, a week apart. That shows the range of results someone holding the fund would have seen, not just the latest one.
The formula
window return = close in week t ÷ close in week t − 52 − 1 · 3-year: (close t ÷ close t − 156)^(1/3) − 1 a year
Worked example
With 213 windows, of which 187 ended above zero, 88% of 12-month periods were positive.
How it is done
Windows start and end on weekly closes exactly 52 (or 156) weeks apart.
Each window must pass the same checks as a calendar year: most weeks present and no weekly break.
A 12-month range needs at least 52 windows; a 3-year range needs at least 100, or it is not shown.
The dates given are the end dates of the first and last window.
Limits to know about
- Windows overlap, so they are not independent results.
- Five or six years of history cover a small number of market conditions.
- Past performance is not a guide to future returns.
Sources
- Fundology closes
- TradingView weekly history (used for derived figures only)
- ECB reference rates via Frankfurter
Reviewed . If a figure on the site does not follow this method, tell us. This is information, not advice.