+178.5%
EXE vs ROIV
+233.9%
-55.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | +8.5% | +1.0% | +7.5% | +8.4% |
| 3M | +5.5% | +18.3% | -12.8% | +4.8% |
| 6M | -5.9% | +18.3% | -24.2% | -6.6% |
| YTD | -9.7% | +61.0% | -70.7% | -11.7% |
| 1Y | +3.6% | +177.9% | -174.3% | -1.2% |
| 3Y | +18.0% | +199.1% | -181.0% | +11.6% |
| 5Y | +109.4% | +250.7% | -141.3% | +86.0% |
| All | +178.5% | +233.9% | -55.5% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling