+235.9%
ROIV vs EXR
+51.2%
+184.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +0.6% | -2.6% | +3.2% | +1.4% |
| 30D | +1.0% | -7.2% | +8.1% | +3.1% |
| 3M | +18.3% | -3.5% | +21.8% | +19.0% |
| 6M | +18.3% | -5.3% | +23.6% | +19.6% |
| YTD | +61.0% | +9.4% | +51.6% | +55.6% |
| 1Y | +177.9% | +1.3% | +176.6% | +174.0% |
| 3Y | +199.1% | +22.4% | +176.6% | +176.0% |
| 5Y | +250.7% | -12.2% | +262.9% | +254.5% |
| All | +235.9% | +51.2% | +184.6% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling