+12.4%
XBI vs ROIV
+298.6%
-286.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -1.8% | +9.5% | -11.2% | -3.9% |
| 30D | +3.2% | +21.0% | -17.7% | -1.5% |
| 3M | -1.1% | +18.7% | -19.8% | -5.7% |
| 6M | +16.1% | +44.5% | -28.4% | +5.3% |
| YTD | +28.3% | +92.9% | -64.5% | +8.3% |
| 1Y | +37.7% | +100.2% | -62.5% | +15.1% |
| 3Y | +134.9% | +375.0% | -240.1% | +61.6% |
| 5Y | +24.5% | +435.2% | -410.6% | -25.1% |
| All | +12.4% | +298.6% | -286.1% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 all: compounded portfolio wealth divided by compounded ROIV 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…
all analysis · Full analysis span regression · 6 months rolling