+337.3%
ROIV vs EXPD
+68.8%
+268.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.4% | +6.5% |
| 7D | +5.3% | -7.2% | +12.5% | +6.6% |
| 30D | +11.9% | -3.3% | +15.2% | +12.4% |
| 3M | +10.7% | +3.4% | +7.3% | +9.6% |
| 6M | +34.9% | +22.7% | +12.2% | +28.8% |
| YTD | +79.2% | +24.5% | +54.6% | +68.8% |
| 1Y | +89.0% | +38.6% | +50.4% | +72.0% |
| 3Y | +337.3% | +71.5% | +265.8% | +266.9% |
| All | +337.3% | +68.8% | +268.5% | +266.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling