+291.1%
ROIV vs EXPD
+125.2%
+165.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +4.0% |
| 7D | +13.3% | -5.5% | +18.8% | +14.7% |
| 30D | +14.8% | -1.9% | +16.6% | +15.1% |
| 3M | +11.9% | +6.1% | +5.8% | +10.1% |
| 6M | +42.4% | +21.6% | +20.8% | +35.2% |
| YTD | +87.4% | +27.9% | +59.5% | +74.0% |
| 1Y | +97.2% | +39.4% | +57.8% | +78.4% |
| 3Y | +375.7% | +72.7% | +303.0% | +298.0% |
| 5Y | +379.0% | +60.3% | +318.7% | +279.6% |
| All | +291.1% | +125.2% | +165.9% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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