+108.6%
EXPE vs ROIV
+298.6%
-190.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.2% |
| 7D | -17.8% | +9.5% | -27.2% | -18.7% |
| 30D | -3.2% | +21.0% | -24.2% | -5.6% |
| 3M | -19.0% | +18.7% | -37.7% | -21.2% |
| 6M | +17.7% | +44.5% | -26.8% | +11.1% |
| YTD | -7.8% | +92.9% | -100.6% | -16.8% |
| 1Y | -1.4% | +100.2% | -101.6% | -11.5% |
| 3Y | +121.9% | +375.0% | -253.1% | +76.1% |
| 5Y | +44.3% | +435.2% | -390.9% | +3.5% |
| All | +108.6% | +298.6% | -190.0% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling