+280.1%
ROIV vs EXR
+74.1%
+205.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | +17.6% | +18.2% | -0.6% | +12.2% |
| 3M | +9.0% | +7.3% | +1.6% | +6.7% |
| 6M | +35.3% | +13.8% | +21.5% | +29.8% |
| YTD | +82.2% | +25.9% | +56.2% | +69.1% |
| 1Y | +92.3% | +25.8% | +66.5% | +78.5% |
| 3Y | +336.8% | +53.7% | +283.1% | +278.9% |
| 5Y | +370.6% | -1.8% | +372.4% | +358.4% |
| All | +280.1% | +74.1% | +205.9% | +260.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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