+94.3%
FE vs ROIV
+270.3%
-176.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.6% |
| 7D | -1.0% | +5.3% | -6.4% | -1.2% |
| 30D | +4.1% | +11.9% | -7.7% | +3.8% |
| 3M | -1.0% | +10.7% | -11.7% | -1.3% |
| 6M | +4.0% | +34.9% | -30.9% | +3.0% |
| YTD | +6.8% | +79.2% | -72.3% | +4.8% |
| 1Y | +5.3% | +89.0% | -83.7% | +3.1% |
| 3Y | +44.6% | +337.3% | -292.8% | +37.8% |
| 5Y | +44.2% | +402.3% | -358.1% | +34.9% |
| All | +94.3% | +270.3% | -176.0% | +85.2% |
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