-18.9%
EXE vs ROIV
+97.8%
-116.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -2.4% |
| 7D | -4.7% | +3.0% | -7.7% | -4.4% |
| 30D | +1.0% | +6.8% | -5.8% | +1.7% |
| 3M | -5.6% | +10.5% | -16.1% | -4.6% |
| 6M | -12.3% | +34.8% | -47.1% | -9.6% |
| YTD | -19.5% | +76.2% | -95.7% | -16.5% |
| 1Y | -18.9% | +92.4% | -111.3% | -17.2% |
| All | -18.9% | +97.8% | -116.7% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling