+144.5%
EXE vs ROIV
+288.8%
-144.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.5% |
| 7D | -3.9% | +13.3% | -17.2% | -4.3% |
| 30D | -2.6% | +14.8% | -17.3% | -3.0% |
| 3M | -6.9% | +11.9% | -18.8% | -7.3% |
| 6M | -9.3% | +42.4% | -51.7% | -10.6% |
| YTD | -20.7% | +87.4% | -108.2% | -22.9% |
| 1Y | -21.8% | +97.2% | -119.1% | -24.2% |
| 3Y | +16.2% | +375.7% | -359.5% | +8.6% |
| 5Y | +61.1% | +379.0% | -317.9% | +46.6% |
| All | +144.5% | +288.8% | -144.3% | +110.3% |
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