+114.1%
XLI vs ROIV
+232.7%
-118.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | -5.9% | +1.0% | -6.9% | -6.0% |
| 3M | -0.3% | +18.3% | -18.5% | -1.6% |
| 6M | +0.1% | +18.3% | -18.2% | -1.3% |
| YTD | +13.6% | +61.0% | -47.4% | +9.4% |
| 1Y | +17.2% | +177.9% | -160.7% | +8.7% |
| 3Y | +68.2% | +199.1% | -130.9% | +54.1% |
| 5Y | +80.7% | +250.7% | -170.0% | +57.2% |
| All | +114.1% | +232.7% | -118.6% | +86.3% |
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