+45.9%
ROIV vs XE
-62.6%
+108.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.4% | -4.9% |
| 7D | +9.2% | +25.1% | -15.9% | +5.5% |
| 30D | +19.9% | -11.5% | +31.4% | +21.0% |
| 3M | +10.6% | -44.7% | +55.3% | +18.0% |
| 6M | +36.1% | -64.5% | +100.6% | +53.3% |
| All | +45.9% | -62.6% | +108.5% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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