+152.1%
EXE vs ROIV
+300.1%
-148.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | +1.5% | +9.5% | -8.0% | +1.2% |
| 30D | -0.2% | +21.0% | -21.2% | -0.8% |
| 3M | -9.2% | +18.7% | -28.0% | -9.8% |
| 6M | -7.2% | +44.5% | -51.7% | -8.5% |
| YTD | -18.3% | +92.9% | -111.1% | -20.6% |
| 1Y | -23.6% | +100.2% | -123.9% | -25.9% |
| 3Y | +21.9% | +375.0% | -353.1% | +14.0% |
| 5Y | +73.7% | +435.2% | -361.5% | +57.8% |
| All | +152.1% | +300.1% | -148.0% | +116.7% |
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