+76.2%
XLC vs ROIV
+232.7%
-156.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -0.8% | +0.6% | -1.5% | -0.9% |
| 30D | +1.0% | +1.0% | +0.1% | +0.9% |
| 3M | -0.7% | +18.3% | -19.0% | -2.1% |
| 6M | -5.1% | +18.3% | -23.5% | -6.6% |
| YTD | -4.3% | +61.0% | -65.2% | -8.1% |
| 1Y | -0.6% | +177.9% | -178.4% | -8.5% |
| 3Y | +72.7% | +199.1% | -126.4% | +56.3% |
| 5Y | +38.0% | +250.7% | -212.7% | +17.3% |
| All | +76.2% | +232.7% | -156.5% | +51.5% |
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 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