+41.6%
FDX vs ROIV
+270.3%
-228.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -3.4% |
| 7D | -1.6% | +5.3% | -7.0% | -2.2% |
| 30D | +6.6% | +11.9% | -5.3% | +5.3% |
| 3M | -2.1% | +10.7% | -12.8% | -3.4% |
| 6M | +2.2% | +34.9% | -32.7% | -1.6% |
| YTD | +33.9% | +79.2% | -45.2% | +24.8% |
| 1Y | +50.2% | +89.0% | -38.8% | +39.1% |
| 3Y | +65.5% | +337.3% | -271.8% | +39.7% |
| 5Y | +74.1% | +402.3% | -328.3% | +31.5% |
| All | +41.6% | +270.3% | -228.7% | +9.8% |
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