+49.2%
XEL vs ROIV
+253.6%
-204.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +18.8% | -17.2% | +0.9% |
| 7D | +1.3% | +20.2% | -18.9% | +0.7% |
| 30D | -1.5% | +14.1% | -15.7% | -2.0% |
| 3M | -0.2% | +45.6% | -45.8% | -1.4% |
| 6M | -5.4% | +44.1% | -49.6% | -6.6% |
| YTD | +5.6% | +91.2% | -85.5% | +3.4% |
| 1Y | +10.5% | +221.3% | -210.8% | +5.9% |
| 3Y | +49.2% | +229.2% | -180.0% | +39.4% |
| All | +49.2% | +253.6% | -204.4% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling