+126.3%
XLF vs ROIV
+276.5%
-150.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +2.7% | +1.7% | +1.0% | +2.5% |
| 30D | +7.6% | +17.6% | -9.9% | +6.5% |
| 3M | +1.1% | +9.0% | -7.9% | +0.3% |
| 6M | +15.9% | +35.3% | -19.4% | +13.2% |
| YTD | +8.4% | +82.2% | -73.7% | +3.6% |
| 1Y | +12.5% | +92.3% | -79.8% | +7.1% |
| 3Y | +81.6% | +336.8% | -255.2% | +63.8% |
| 5Y | +59.3% | +370.6% | -311.3% | +34.7% |
| All | +126.3% | +276.5% | -150.2% | +93.7% |
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