+46.7%
FE vs ROIV
+290.8%
-244.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | 0.0% |
| 7D | +0.6% | -2.4% | +3.0% | +0.7% |
| 30D | +6.4% | +3.1% | +3.3% | +6.3% |
| 3M | -0.5% | +5.8% | -6.3% | -0.8% |
| 6M | +4.7% | +29.3% | -24.6% | +3.2% |
| YTD | +8.4% | +68.8% | -60.4% | +4.8% |
| 1Y | +7.2% | +81.0% | -73.8% | +3.0% |
| All | +46.7% | +290.8% | -244.2% | +29.0% |
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 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