+36.5%
XLB vs ROIV
+250.7%
-214.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | -0.4% | +1.0% | -1.3% | -0.5% |
| 3M | +2.0% | +18.3% | -16.3% | +0.6% |
| 6M | +1.8% | +18.3% | -16.5% | +0.3% |
| YTD | +16.6% | +61.0% | -44.4% | +12.2% |
| 1Y | +16.9% | +177.9% | -160.9% | +8.3% |
| 3Y | +32.6% | +199.1% | -166.5% | +21.1% |
| All | +36.5% | +250.7% | -214.2% | +14.5% |
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