+40.7%
XLC vs ROIV
+380.3%
-339.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | +3.7% | +1.7% | +2.0% | +3.6% |
| 30D | -1.9% | +17.6% | -19.5% | -3.2% |
| 3M | -3.1% | +9.0% | -12.1% | -4.0% |
| 6M | -6.4% | +35.3% | -41.6% | -9.1% |
| YTD | -6.8% | +82.2% | -89.0% | -12.0% |
| 1Y | -1.7% | +92.3% | -94.0% | -7.7% |
| 3Y | +64.7% | +336.8% | -272.1% | +43.3% |
| All | +40.7% | +380.3% | -339.6% | +9.8% |
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