+267.6%
ROIV vs EXPD
+134.8%
+132.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.2% | +9.3% | +6.8% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +6.8% | +1.8% | +5.0% | +6.3% |
| 3M | +10.5% | +8.9% | +1.6% | +8.1% |
| 6M | +34.8% | +42.2% | -7.4% | +23.1% |
| YTD | +76.2% | +33.4% | +42.8% | +62.0% |
| 1Y | +92.4% | +47.2% | +45.2% | +71.8% |
| 3Y | +312.0% | +81.3% | +230.7% | +240.8% |
| 5Y | +388.3% | +60.2% | +328.0% | +287.1% |
| All | +267.6% | +134.8% | +132.8% | +185.9% |
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 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