+97.5%
FE vs ROIV
+264.1%
-166.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.2% |
| 7D | +1.7% | +3.0% | -1.3% | +1.6% |
| 30D | +8.1% | +6.8% | +1.3% | +7.9% |
| 3M | -1.3% | +10.5% | -11.8% | -1.6% |
| 6M | +2.9% | +34.8% | -31.9% | +1.9% |
| YTD | +8.6% | +76.2% | -67.6% | +6.6% |
| 1Y | +6.3% | +92.4% | -86.1% | +4.1% |
| 3Y | +45.1% | +312.0% | -266.8% | +38.6% |
| 5Y | +47.1% | +388.3% | -341.1% | +37.7% |
| All | +97.5% | +264.1% | -166.6% | +88.3% |
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