-1.4%
EXPE vs ROIV
+96.8%
-98.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.3% |
| 7D | -17.8% | +9.5% | -27.2% | -18.1% |
| 30D | -3.2% | +21.0% | -24.2% | -3.8% |
| 3M | -19.0% | +18.7% | -37.7% | -19.5% |
| 6M | +17.7% | +44.5% | -26.8% | +13.3% |
| YTD | -7.8% | +92.9% | -100.6% | -14.7% |
| 1Y | -1.4% | +100.2% | -101.6% | -9.6% |
| All | -1.4% | +96.8% | -98.2% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling