+298.8%
ROIV vs XYL
+19.3%
+279.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +3.0% | +15.8% | +17.6% |
| 7D | +20.2% | +1.8% | +18.4% | +19.5% |
| 30D | +14.1% | -9.2% | +23.4% | +18.3% |
| 3M | +45.6% | -0.3% | +45.9% | +44.7% |
| 6M | +44.1% | -11.0% | +55.1% | +49.4% |
| YTD | +91.2% | -19.2% | +110.4% | +105.2% |
| 1Y | +221.3% | -21.2% | +242.5% | +248.0% |
| 3Y | +229.2% | +18.6% | +210.6% | +202.3% |
| 5Y | +316.5% | -14.3% | +330.8% | +245.7% |
| All | +298.8% | +19.3% | +279.5% | +228.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling