+109.6%
EXPE vs ROIV
+280.9%
-171.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.0% |
| 7D | -4.2% | +9.2% | -13.4% | -5.4% |
| 30D | -4.5% | +19.9% | -24.4% | -6.7% |
| 3M | -19.7% | +10.6% | -30.3% | -21.2% |
| 6M | +18.3% | +36.1% | -17.8% | +12.5% |
| YTD | -7.3% | +84.3% | -91.6% | -15.9% |
| 1Y | -3.9% | +87.6% | -91.5% | -13.1% |
| 3Y | +123.0% | +353.9% | -230.9% | +77.9% |
| 5Y | +47.9% | +376.1% | -328.1% | +6.7% |
| All | +109.6% | +280.9% | -171.3% | +57.8% |
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