+118.8%
EXPE vs ROIV
+248.8%
-130.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.2% | -9.5% | -13.2% |
| 7D | -3.6% | -2.4% | -1.2% | -3.2% |
| 30D | +4.8% | +3.1% | +1.7% | +4.4% |
| 3M | -14.6% | +5.8% | -20.5% | -15.7% |
| 6M | +10.0% | +29.3% | -19.3% | +5.3% |
| YTD | -3.3% | +68.8% | -72.0% | -11.1% |
| 1Y | +28.4% | +81.0% | -52.6% | +16.7% |
| 3Y | +145.1% | +294.6% | -149.5% | +99.1% |
| 5Y | +51.6% | +373.1% | -321.5% | +10.8% |
| All | +118.8% | +248.8% | -130.0% | +66.7% |
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