+45.6%
FDX vs ROIV
+248.8%
-203.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -3.4% |
| 7D | +2.9% | -2.4% | +5.3% | +3.2% |
| 30D | +9.6% | +3.1% | +6.5% | +9.2% |
| 3M | +2.4% | +5.8% | -3.5% | +1.4% |
| 6M | +9.2% | +29.3% | -20.1% | +5.7% |
| YTD | +37.7% | +68.8% | -31.0% | +29.2% |
| 1Y | +56.1% | +81.0% | -24.9% | +45.2% |
| 3Y | +68.9% | +294.6% | -225.7% | +44.0% |
| 5Y | +79.0% | +373.1% | -294.2% | +36.1% |
| All | +45.6% | +248.8% | -203.2% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling