+61.3%
EXE vs ROIV
+378.2%
-316.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.1% |
| 7D | -6.6% | +5.3% | -11.9% | -6.8% |
| 30D | -4.0% | +11.9% | -15.9% | -4.4% |
| 3M | -7.5% | +10.7% | -18.2% | -7.9% |
| 6M | -11.7% | +34.9% | -46.6% | -12.9% |
| YTD | -22.0% | +79.2% | -101.2% | -24.4% |
| 1Y | -21.8% | +89.0% | -110.8% | -24.4% |
| 3Y | +8.0% | +337.3% | -329.3% | -0.1% |
| All | +61.3% | +378.2% | -316.9% | +41.6% |
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