+150.1%
EXE vs ROIV
+293.8%
-143.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.3% |
| 7D | -2.2% | +14.3% | -16.5% | -2.6% |
| 30D | -0.3% | +16.2% | -16.5% | -0.8% |
| 3M | -9.3% | +15.1% | -24.4% | -9.8% |
| 6M | -7.2% | +44.2% | -51.5% | -8.5% |
| YTD | -18.9% | +89.8% | -108.7% | -21.1% |
| 1Y | -21.7% | +94.6% | -116.3% | -24.0% |
| 3Y | +21.0% | +367.5% | -346.6% | +13.1% |
| 5Y | +76.0% | +421.4% | -345.4% | +60.0% |
| All | +150.1% | +293.8% | -143.7% | +115.1% |
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