+60.9%
XLV vs ROIV
+288.8%
-227.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -3.6% | +16.9% | -20.4% | -4.5% |
| 30D | -1.8% | +12.9% | -14.7% | -2.6% |
| 3M | +7.8% | +37.3% | -29.5% | +5.6% |
| 6M | +9.1% | +38.0% | -28.9% | +6.7% |
| YTD | +7.7% | +88.1% | -80.4% | +3.3% |
| 1Y | +20.4% | +183.3% | -162.9% | +12.7% |
| 3Y | +30.8% | +254.6% | -223.9% | +20.0% |
| 5Y | +34.6% | +309.8% | -275.2% | +19.0% |
| All | +60.9% | +288.8% | -227.8% | +43.1% |
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