+76.2%
FDX vs ROIV
+380.3%
-304.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +5.2% | +1.7% | +3.5% | +5.0% |
| 30D | +11.3% | +17.6% | -6.3% | +9.2% |
| 3M | -4.1% | +9.0% | -13.1% | -5.4% |
| 6M | +9.6% | +35.3% | -25.6% | +5.2% |
| YTD | +40.9% | +82.2% | -41.3% | +30.2% |
| 1Y | +53.0% | +92.3% | -39.2% | +40.4% |
| 3Y | +74.1% | +336.8% | -262.7% | +44.6% |
| All | +76.2% | +380.3% | -304.1% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling