+81.7%
EXC vs ROIV
+232.7%
-151.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | -3.7% | +1.0% | -4.7% | -3.7% |
| 3M | -1.3% | +18.3% | -19.6% | -1.6% |
| 6M | -9.7% | +18.3% | -28.0% | -10.1% |
| YTD | +2.9% | +61.0% | -58.1% | +1.8% |
| 1Y | +4.4% | +177.9% | -173.5% | +2.0% |
| 3Y | +22.2% | +199.1% | -176.8% | +18.8% |
| 5Y | +46.7% | +250.7% | -204.0% | +38.1% |
| All | +81.7% | +232.7% | -151.0% | +72.6% |
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