+124.8%
XLF vs ROIV
+292.3%
-167.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +1.9% | +14.3% | -12.4% | +1.0% |
| 30D | +6.5% | +16.2% | -9.7% | +5.4% |
| 3M | +1.2% | +15.1% | -13.9% | +0.1% |
| 6M | +14.6% | +44.2% | -29.7% | +11.4% |
| YTD | +7.7% | +89.8% | -82.1% | +2.7% |
| 1Y | +11.8% | +94.6% | -82.8% | +6.3% |
| 3Y | +80.1% | +367.5% | -287.5% | +61.9% |
| 5Y | +59.0% | +421.4% | -362.4% | +34.1% |
| All | +124.8% | +292.3% | -167.5% | +91.9% |
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 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