+103.7%
EXPE vs ROIV
+292.3%
-188.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -11.2% | +14.3% | -25.5% | -12.6% |
| 30D | -7.5% | +16.2% | -23.7% | -9.2% |
| 3M | -19.1% | +15.1% | -34.2% | -21.0% |
| 6M | +10.7% | +44.2% | -33.5% | +4.5% |
| YTD | -9.9% | +89.8% | -99.7% | -18.5% |
| 1Y | -4.6% | +94.6% | -99.2% | -14.1% |
| 3Y | +116.8% | +367.5% | -250.7% | +72.3% |
| 5Y | +38.6% | +421.4% | -382.8% | -0.4% |
| All | +103.7% | +292.3% | -188.5% | +52.8% |
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