+135.5%
EXPE vs ROIV
+314.9%
-179.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.0% | -5.9% |
| 7D | -9.3% | +5.3% | -14.7% | -10.1% |
| 30D | +0.1% | +11.9% | -11.7% | -1.7% |
| 3M | -15.3% | +10.7% | -26.0% | -17.5% |
| 6M | +5.5% | +34.9% | -29.4% | -2.7% |
| YTD | -8.0% | +79.2% | -87.1% | -21.8% |
| 1Y | +18.9% | +89.0% | -70.1% | -0.9% |
| 3Y | +135.5% | +337.3% | -201.8% | +47.3% |
| All | +135.5% | +314.9% | -179.4% | +47.3% |
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