+65.8%
FDX vs ROIV
+200.3%
-134.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -2.5% | +0.6% | -3.2% | -2.6% |
| 30D | +3.8% | +1.0% | +2.8% | +3.6% |
| 3M | -1.3% | +18.3% | -19.6% | -3.8% |
| 6M | +5.0% | +18.3% | -13.3% | +2.0% |
| YTD | +39.6% | +61.0% | -21.3% | +29.7% |
| 1Y | +81.1% | +177.9% | -96.8% | +54.2% |
| All | +65.8% | +200.3% | -134.5% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling