+116.8%
EXPE vs ROIV
+379.0%
-262.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | -11.2% | +14.3% | -25.5% | -13.1% |
| 30D | -7.5% | +16.2% | -23.7% | -9.7% |
| 3M | -19.1% | +15.1% | -34.2% | -21.5% |
| 6M | +10.7% | +44.2% | -33.5% | +1.3% |
| YTD | -9.9% | +89.8% | -99.7% | -23.7% |
| 1Y | -4.6% | +94.6% | -99.2% | -20.0% |
| 3Y | +116.8% | +367.5% | -250.7% | +48.2% |
| All | +116.8% | +379.0% | -262.2% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling