+375.7%
ROIV vs EXR
+53.9%
+321.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.4% |
| 7D | +13.3% | +2.7% | +10.6% | +12.5% |
| 30D | +14.8% | +18.9% | -4.2% | +8.9% |
| 3M | +11.9% | +8.4% | +3.6% | +9.2% |
| 6M | +42.4% | +14.3% | +28.1% | +35.9% |
| YTD | +87.4% | +27.2% | +60.2% | +71.5% |
| 1Y | +97.2% | +25.9% | +71.3% | +81.0% |
| 3Y | +375.7% | +54.6% | +321.0% | +301.8% |
| All | +375.7% | +53.9% | +321.8% | +301.8% |
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 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