+389.2%
ROIV vs XYL
-23.3%
+412.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +1.7% | -3.7% | +5.4% | +3.2% |
| 30D | +17.6% | -8.3% | +25.9% | +20.5% |
| 3M | +9.0% | -21.4% | +30.4% | +19.4% |
| 6M | +35.3% | -12.9% | +48.2% | +40.5% |
| YTD | +82.2% | -30.1% | +112.2% | +107.9% |
| 1Y | +92.3% | -35.2% | +127.4% | +127.1% |
| 3Y | +336.8% | -0.8% | +337.6% | +313.8% |
| All | +389.2% | -23.3% | +412.6% | +238.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling