+66.3%
XLB vs ROIV
+298.6%
-232.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -1.6% | +9.5% | -11.1% | -2.3% |
| 30D | +7.2% | +21.0% | -13.7% | +5.8% |
| 3M | 0.0% | +18.7% | -18.7% | -1.4% |
| 6M | +2.3% | +44.5% | -42.2% | -0.7% |
| YTD | +18.4% | +92.9% | -74.4% | +12.4% |
| 1Y | +23.3% | +100.2% | -76.9% | +16.7% |
| 3Y | +45.2% | +375.0% | -329.9% | +29.3% |
| 5Y | +31.0% | +435.2% | -404.2% | +9.1% |
| All | +66.3% | +298.6% | -232.3% | +42.2% |
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