+80.3%
EXE vs ROIV
+380.3%
-300.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +5.3% | +1.7% | +3.7% | +5.3% |
| 30D | -2.2% | +17.6% | -19.8% | -2.8% |
| 3M | -5.9% | +9.0% | -14.8% | -6.3% |
| 6M | -5.7% | +35.3% | -41.0% | -7.0% |
| YTD | -17.8% | +82.2% | -100.0% | -20.3% |
| 1Y | -23.1% | +92.3% | -115.4% | -25.6% |
| 3Y | +21.2% | +336.8% | -315.6% | +12.6% |
| All | +80.3% | +380.3% | -300.0% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling