+89.9%
EXC vs ROIV
+280.9%
-190.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +0.1% |
| 7D | -1.9% | +9.2% | -11.1% | -2.1% |
| 30D | +7.8% | +19.9% | -12.1% | +7.4% |
| 3M | +1.9% | +10.6% | -8.7% | +1.6% |
| 6M | +3.4% | +36.1% | -32.7% | +2.7% |
| YTD | +7.6% | +84.3% | -76.7% | +6.1% |
| 1Y | +2.1% | +87.6% | -85.5% | +0.6% |
| 3Y | +29.6% | +353.9% | -324.3% | +25.1% |
| 5Y | +39.5% | +376.1% | -336.6% | +31.0% |
| All | +89.9% | +280.9% | -190.9% | +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