+235.9%
ROIV vs EXPD
+124.2%
+111.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +0.6% | -1.1% | +1.8% | +0.9% |
| 30D | +1.0% | +4.1% | -3.1% | 0.0% |
| 3M | +18.3% | +17.9% | +0.4% | +13.5% |
| 6M | +18.3% | +29.2% | -10.9% | +10.6% |
| YTD | +61.0% | +27.4% | +33.6% | +49.9% |
| 1Y | +177.9% | +56.8% | +121.0% | +142.7% |
| 3Y | +199.1% | +68.0% | +131.0% | +152.4% |
| 5Y | +250.7% | +61.9% | +188.8% | +177.0% |
| All | +235.9% | +124.2% | +111.6% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling