+48.0%
XEL vs ROIV
+433.0%
-385.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.5% |
| 7D | +1.1% | +13.3% | -12.3% | +0.8% |
| 30D | +8.7% | +14.8% | -6.1% | +8.3% |
| 3M | +3.5% | +11.9% | -8.4% | +3.2% |
| 6M | +2.6% | +42.4% | -39.8% | +1.8% |
| YTD | +11.1% | +87.4% | -76.4% | +9.6% |
| 1Y | +2.2% | +97.2% | -95.1% | +0.7% |
| 3Y | +51.1% | +375.7% | -324.6% | +46.3% |
| 5Y | +48.0% | +379.0% | -331.0% | +40.7% |
| All | +48.0% | +433.0% | -385.0% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling