+252.1%
ROIV vs EXR
+75.9%
+176.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -2.4% | +6.8% | -9.2% | -4.2% |
| 30D | +3.1% | +19.6% | -16.5% | -2.0% |
| 3M | +5.8% | +8.0% | -2.1% | +3.5% |
| 6M | +29.3% | +17.2% | +12.2% | +23.0% |
| YTD | +68.8% | +27.2% | +41.5% | +56.2% |
| 1Y | +81.0% | +26.1% | +55.0% | +67.9% |
| 3Y | +294.6% | +70.7% | +223.9% | +232.3% |
| 5Y | +373.1% | +1.0% | +372.2% | +359.6% |
| All | +252.1% | +75.9% | +176.2% | +233.3% |
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