+95.7%
FE vs ROIV
+232.7%
-136.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | -1.2% | +1.0% | -2.1% | -1.2% |
| 3M | +3.5% | +18.3% | -14.8% | +3.0% |
| 6M | -6.1% | +18.3% | -24.4% | -6.6% |
| YTD | +7.6% | +61.0% | -53.4% | +5.9% |
| 1Y | +11.9% | +177.9% | -166.0% | +8.3% |
| 3Y | +48.4% | +199.1% | -150.6% | +42.7% |
| 5Y | +44.8% | +250.7% | -205.9% | +38.2% |
| All | +95.7% | +232.7% | -136.9% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling