+302.4%
ROIV vs EXEL
+273.1%
+29.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +9.5% | -2.8% | +12.3% | +10.4% |
| 30D | +21.0% | +18.2% | +2.8% | +15.4% |
| 3M | +18.7% | +37.7% | -19.0% | +8.2% |
| 6M | +44.5% | +42.2% | +2.3% | +30.2% |
| YTD | +92.9% | +61.3% | +31.6% | +67.4% |
| 1Y | +100.2% | +64.5% | +35.7% | +72.8% |
| 3Y | +375.0% | +236.7% | +138.4% | +218.2% |
| 5Y | +435.2% | +296.3% | +138.9% | +249.7% |
| All | +302.4% | +273.1% | +29.3% | +156.1% |
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