+337.3%
ROIV vs EXR
+69.9%
+267.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.3% |
| 7D | +5.3% | +5.2% | +0.1% | +3.9% |
| 30D | +11.9% | +20.9% | -9.0% | +6.1% |
| 3M | +10.7% | +7.7% | +3.0% | +8.4% |
| 6M | +34.9% | +13.2% | +21.7% | +29.6% |
| YTD | +79.2% | +26.5% | +52.7% | +65.4% |
| 1Y | +89.0% | +27.2% | +61.8% | +74.0% |
| 3Y | +337.3% | +71.5% | +265.8% | +286.0% |
| All | +337.3% | +69.9% | +267.4% | +286.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling