+96.3%
FE vs ROIV
+270.3%
-174.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.6% |
| 7D | 0.0% | +5.3% | -5.4% | -0.2% |
| 30D | +5.2% | +11.9% | -6.7% | +4.9% |
| 3M | 0.0% | +10.7% | -10.7% | -0.4% |
| 6M | +5.0% | +34.9% | -29.9% | +4.0% |
| YTD | +7.9% | +79.2% | -71.3% | +5.9% |
| 1Y | +6.3% | +89.0% | -82.7% | +4.1% |
| 3Y | +46.0% | +337.3% | -291.3% | +39.2% |
| 5Y | +45.6% | +402.3% | -356.7% | +36.2% |
| All | +96.3% | +270.3% | -174.0% | +87.1% |
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 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