+62.7%
XLV vs ROIV
+295.0%
-232.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +18.8% | -21.3% | -3.6% |
| 7D | -2.6% | +20.2% | -22.8% | -3.8% |
| 30D | +0.9% | +14.1% | -13.3% | 0.0% |
| 3M | +10.0% | +45.6% | -35.6% | +7.3% |
| 6M | +10.4% | +44.1% | -33.7% | +7.7% |
| YTD | +8.9% | +91.2% | -82.3% | +4.3% |
| 1Y | +23.4% | +221.3% | -197.9% | +14.6% |
| 3Y | +33.1% | +229.2% | -196.1% | +22.4% |
| 5Y | +33.3% | +316.5% | -283.2% | +17.7% |
| All | +62.7% | +295.0% | -232.4% | +44.5% |
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