+28.3%
XLB vs ROIV
+413.4%
-385.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | -1.0% |
| 7D | 0.0% | +9.2% | -9.2% | -0.7% |
| 30D | +5.3% | +19.9% | -14.6% | +3.8% |
| 3M | 0.0% | +10.6% | -10.6% | -1.0% |
| 6M | +1.2% | +36.1% | -34.8% | -1.6% |
| YTD | +16.9% | +84.3% | -67.4% | +10.8% |
| 1Y | +20.9% | +87.6% | -66.7% | +14.4% |
| 3Y | +43.3% | +353.9% | -310.6% | +26.7% |
| 5Y | +28.3% | +376.1% | -347.8% | +3.9% |
| All | +28.3% | +413.4% | -385.0% | +3.9% |
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