-59.8%
XYZ vs ROIV
+298.6%
-358.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -2.2% | +9.5% | -11.6% | -4.2% |
| 30D | +11.6% | +21.0% | -9.4% | +6.9% |
| 3M | +8.4% | +18.7% | -10.3% | +3.5% |
| 6M | +17.2% | +44.5% | -27.4% | +6.3% |
| YTD | +31.7% | +92.9% | -61.2% | +11.3% |
| 1Y | +30.1% | +100.2% | -70.2% | +8.9% |
| 3Y | +66.4% | +375.0% | -308.6% | +13.4% |
| 5Y | -62.2% | +435.2% | -497.3% | -79.5% |
| All | -59.8% | +298.6% | -358.3% | -75.8% |
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