+250.4%
ROIV vs XYL
-17.7%
+268.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +2.3% |
| 7D | +0.6% | -5.0% | +5.7% | +2.7% |
| 30D | +1.0% | -13.2% | +14.2% | +6.7% |
| 3M | +18.3% | -3.7% | +22.0% | +19.0% |
| 6M | +18.3% | -17.7% | +36.0% | +27.0% |
| YTD | +61.0% | -21.5% | +82.5% | +75.7% |
| 1Y | +177.9% | -24.5% | +202.4% | +208.2% |
| 3Y | +199.1% | +6.9% | +192.1% | +180.8% |
| All | +250.4% | -17.7% | +268.0% | +143.5% |
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