+44.6%
FE vs ROIV
+314.9%
-270.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.7% |
| 3M | -1.0% | +10.7% | -11.7% | -1.5% |
| 6M | +4.0% | +34.9% | -30.9% | +2.4% |
| YTD | +6.8% | +79.2% | -72.3% | +3.0% |
| 1Y | +5.3% | +89.0% | -83.7% | +1.0% |
| 3Y | +44.6% | +337.3% | -292.8% | +26.8% |
| All | +44.6% | +314.9% | -270.4% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling