+96.5%
FE vs ROIV
+292.3%
-195.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | 0.0% |
| 7D | -0.5% | +14.3% | -14.8% | -0.9% |
| 30D | +4.3% | +16.2% | -11.9% | +3.9% |
| 3M | +0.4% | +15.1% | -14.7% | -0.1% |
| 6M | +6.9% | +44.2% | -37.3% | +5.7% |
| YTD | +8.0% | +89.8% | -81.8% | +5.8% |
| 1Y | +4.8% | +94.6% | -89.7% | +2.6% |
| 3Y | +49.0% | +367.5% | -318.6% | +41.8% |
| 5Y | +46.2% | +421.4% | -375.2% | +36.7% |
| All | +96.5% | +292.3% | -195.8% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling