+70.0%
FDX vs ROIV
+378.2%
-308.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | -2.1% | +10.7% | -12.8% | -3.5% |
| 6M | +2.2% | +34.9% | -32.7% | -1.9% |
| YTD | +33.9% | +79.2% | -45.2% | +24.1% |
| 1Y | +50.2% | +89.0% | -38.8% | +38.2% |
| 3Y | +65.5% | +337.3% | -271.8% | +37.7% |
| All | +70.0% | +378.2% | -308.2% | +23.5% |
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