+92.4%
ROIV vs XYL
-30.7%
+123.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.0% | +1.1% | +4.9% |
| 7D | +3.0% | +14.5% | -11.5% | -0.3% |
| 30D | +6.8% | -1.3% | +8.2% | +6.4% |
| 3M | +10.5% | -17.0% | +27.5% | +15.8% |
| 6M | +34.8% | -11.3% | +46.1% | +36.1% |
| YTD | +76.2% | -25.0% | +101.1% | +88.9% |
| 1Y | +92.4% | -31.5% | +123.9% | +122.1% |
| All | +92.4% | -30.7% | +123.1% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling