+389.2%
ROIV vs EXEL
+281.2%
+108.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.7% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | +17.6% | +13.1% | +4.4% | +12.5% |
| 3M | +9.0% | +36.3% | -27.4% | -2.9% |
| 6M | +35.3% | +34.5% | +0.8% | +20.8% |
| YTD | +82.2% | +57.4% | +24.7% | +53.0% |
| 1Y | +92.3% | +62.9% | +29.3% | +59.4% |
| 3Y | +336.8% | +229.5% | +107.3% | +143.4% |
| All | +389.2% | +281.2% | +108.0% | +143.4% |
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