+250.4%
ROIV vs EXEL
+199.5%
+50.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.6% | +8.4% | -7.7% | -2.2% |
| 30D | +1.0% | +4.1% | -3.1% | -0.8% |
| 3M | +18.3% | +12.4% | +5.9% | +13.1% |
| 6M | +18.3% | +41.5% | -23.2% | +4.2% |
| YTD | +61.0% | +34.6% | +26.3% | +44.1% |
| 1Y | +177.9% | +57.9% | +120.0% | +134.4% |
| 3Y | +199.1% | +159.5% | +39.6% | +92.3% |
| All | +250.4% | +199.5% | +50.8% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling