+46.4%
XEL vs ROIV
+292.3%
-245.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.1% |
| 7D | +1.7% | +14.3% | -12.6% | +1.5% |
| 30D | +8.6% | +16.2% | -7.6% | +8.3% |
| 3M | +5.1% | +15.1% | -10.1% | +4.8% |
| 6M | +2.5% | +44.2% | -41.7% | +1.8% |
| YTD | +11.0% | +89.8% | -78.8% | +9.8% |
| 1Y | +2.7% | +94.6% | -91.8% | +1.6% |
| 3Y | +49.7% | +367.5% | -317.8% | +46.0% |
| 5Y | +46.1% | +421.4% | -375.3% | +40.2% |
| All | +46.4% | +292.3% | -245.8% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling