Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ROIV vs EFX✓SelectedUSD · EFXROIV vs EFX performance historyLatest closeAs of+18.75%09/08
Stock and ETF performance explorer

ROIV vs EFX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+221.3%
EFX return
-30.2%
Excess return
+251.5%
Maximum drawdown
-12.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioEFXExcessAlpha
1D+18.8%-3.1%+21.8%+18.8%
7D+20.2%-7.8%+28.0%+20.4%
30D+14.1%-5.7%+19.9%+14.2%
3M+45.6%+2.5%+43.1%+44.0%
6M+44.1%-16.7%+60.8%+46.0%
YTD+91.2%-20.2%+111.3%+93.9%
1Y+221.3%-31.4%+252.7%+234.4%
All+221.3%-30.2%+251.5%+234.4%

Cumulative growth

Daily Returns

Daily percentage return beside EFX.

Daily Out/Under-Performance

Portfolio return minus EFX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…

1y analysis · Full analysis span regression · 6 months rolling