+65.5%
XLF vs ROIV
+316.9%
-251.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.8% | -20.1% | -2.6% |
| 7D | +0.2% | +20.2% | -20.0% | -1.1% |
| 30D | -0.5% | +14.1% | -14.7% | -1.5% |
| 3M | +10.6% | +45.6% | -35.0% | +7.7% |
| 6M | +14.3% | +44.1% | -29.8% | +11.2% |
| YTD | +5.5% | +91.2% | -85.6% | +0.6% |
| 1Y | +9.6% | +221.3% | -211.7% | +0.9% |
| 3Y | +75.2% | +229.2% | -154.0% | +59.6% |
| 5Y | +65.5% | +316.5% | -250.9% | +37.8% |
| All | +65.5% | +316.9% | -251.4% | +37.8% |
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