+47.6%
FDX vs ROIV
+232.7%
-185.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 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% | -3.2% |
| 6M | +5.0% | +18.3% | -13.3% | +2.8% |
| YTD | +39.6% | +61.0% | -21.3% | +32.0% |
| 1Y | +81.1% | +177.9% | -96.8% | +61.3% |
| 3Y | +63.0% | +199.1% | -136.0% | +42.2% |
| 5Y | +65.6% | +250.7% | -185.1% | +29.8% |
| All | +47.6% | +232.7% | -185.0% | +16.1% |
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