+139.3%
EXPE vs ROIV
+232.7%
-93.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | -9.5% | +0.6% | -10.2% | -9.6% |
| 30D | -6.6% | +1.0% | -7.6% | -6.9% |
| 3M | +31.4% | +18.3% | +13.1% | +28.0% |
| 6M | +35.2% | +18.3% | +16.9% | +31.4% |
| YTD | +5.8% | +61.0% | -55.2% | -1.8% |
| 1Y | +38.7% | +177.9% | -139.2% | +19.1% |
| 3Y | +175.8% | +199.1% | -23.3% | +130.7% |
| 5Y | +111.8% | +250.7% | -138.9% | +62.5% |
| All | +139.3% | +232.7% | -93.4% | +84.1% |
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