+48.3%
FDX vs ROIV
+298.6%
-250.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -2.1% | +9.5% | -11.5% | -3.0% |
| 30D | +10.4% | +21.0% | -10.6% | +8.2% |
| 3M | +0.5% | +18.7% | -18.3% | -1.6% |
| 6M | +6.5% | +44.5% | -38.0% | +1.9% |
| YTD | +40.2% | +92.9% | -52.6% | +29.7% |
| 1Y | +52.1% | +100.2% | -48.1% | +40.0% |
| 3Y | +72.8% | +375.0% | -302.2% | +44.7% |
| 5Y | +76.3% | +435.2% | -358.9% | +32.2% |
| All | +48.3% | +298.6% | -250.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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