+26.9%
XLV vs ROIV
+177.7%
-150.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.2% |
| 7D | +0.2% | +0.6% | -0.5% | +0.1% |
| 30D | +4.4% | +1.0% | +3.5% | +4.3% |
| 3M | +13.2% | +18.3% | -5.1% | +11.1% |
| 6M | +10.1% | +18.3% | -8.2% | +7.6% |
| YTD | +11.7% | +61.0% | -49.3% | +5.9% |
| 1Y | +26.9% | +177.9% | -151.0% | +9.7% |
| All | +26.9% | +177.7% | -150.7% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling