+48.2%
XEL vs ROIV
+298.6%
-250.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.2% |
| 7D | +0.7% | +9.5% | -8.7% | +0.6% |
| 30D | +9.3% | +21.0% | -11.6% | +9.0% |
| 3M | +5.3% | +18.7% | -13.5% | +4.9% |
| 6M | +2.2% | +44.5% | -42.3% | +1.5% |
| YTD | +12.3% | +92.9% | -80.5% | +11.1% |
| 1Y | +3.0% | +100.2% | -97.2% | +1.8% |
| 3Y | +51.6% | +375.0% | -323.5% | +47.8% |
| 5Y | +50.0% | +435.2% | -385.2% | +43.9% |
| All | +48.2% | +298.6% | -250.3% | +42.7% |
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 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