+298.8%
ROIV vs EXEL
+204.3%
+94.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.3% | +21.0% | +19.4% |
| 7D | +20.2% | +1.4% | +18.8% | +19.5% |
| 30D | +14.1% | +6.7% | +7.5% | +11.8% |
| 3M | +45.6% | +11.5% | +34.1% | +40.6% |
| 6M | +44.1% | +38.8% | +5.3% | +30.6% |
| YTD | +91.2% | +31.6% | +59.6% | +75.8% |
| 1Y | +221.3% | +53.0% | +168.3% | +182.4% |
| 3Y | +229.2% | +160.8% | +68.4% | +137.5% |
| 5Y | +316.5% | +190.1% | +126.4% | +187.9% |
| All | +298.8% | +204.3% | +94.5% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling