+89.9%
EXC vs ROIV
+270.3%
-180.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.1% | -2.1% |
| 7D | -1.2% | +5.3% | -6.5% | -1.3% |
| 30D | +10.0% | +11.9% | -1.9% | +9.7% |
| 3M | +1.6% | +10.7% | -9.1% | +1.4% |
| 6M | +3.3% | +34.9% | -31.6% | +2.6% |
| YTD | +7.6% | +79.2% | -71.6% | +6.1% |
| 1Y | +3.5% | +89.0% | -85.5% | +2.0% |
| 3Y | +27.7% | +337.3% | -309.7% | +23.3% |
| 5Y | +41.1% | +402.3% | -361.2% | +32.5% |
| All | +89.9% | +270.3% | -180.4% | +80.0% |
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 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