+49.2%
XEL vs ROIV
+276.5%
-227.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.4% | +1.7% | +0.8% | +2.4% |
| 30D | +8.3% | +17.6% | -9.3% | +8.0% |
| 3M | +4.2% | +9.0% | -4.8% | +4.0% |
| 6M | +3.7% | +35.3% | -31.6% | +3.2% |
| YTD | +13.1% | +82.2% | -69.1% | +11.9% |
| 1Y | +5.0% | +92.3% | -87.3% | +3.8% |
| 3Y | +55.0% | +336.8% | -281.8% | +51.2% |
| 5Y | +51.8% | +370.6% | -318.8% | +45.5% |
| All | +49.2% | +276.5% | -227.3% | +43.7% |
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