+93.7%
EXC vs ROIV
+248.8%
-155.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.7% |
| 7D | +1.4% | -2.4% | +3.7% | +1.4% |
| 30D | +11.6% | +3.1% | +8.6% | +11.6% |
| 3M | +2.7% | +5.8% | -3.2% | +2.5% |
| 6M | +2.7% | +29.3% | -26.6% | +2.1% |
| YTD | +9.7% | +68.8% | -59.0% | +8.4% |
| 1Y | +4.5% | +81.0% | -76.5% | +3.1% |
| 3Y | +28.5% | +294.6% | -266.1% | +24.3% |
| 5Y | +43.9% | +373.1% | -329.2% | +35.3% |
| All | +93.7% | +248.8% | -155.1% | +83.8% |
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