-4.5%
XRT vs ROIV
+380.3%
-384.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +1.7% | +1.7% | +0.1% | +1.5% |
| 30D | +7.5% | +17.6% | -10.1% | +5.5% |
| 3M | +2.2% | +9.0% | -6.8% | +0.8% |
| 6M | +14.7% | +35.3% | -20.6% | +9.8% |
| YTD | +7.5% | +82.2% | -74.7% | -1.0% |
| 1Y | +14.1% | +92.3% | -78.1% | +4.3% |
| 3Y | +58.8% | +336.8% | -278.0% | +31.0% |
| All | -4.5% | +380.3% | -384.8% | -32.0% |
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