-59.9%
XYZ vs ROIV
+270.3%
-330.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | +0.3% |
| 7D | +12.1% | +5.3% | +6.8% | +10.9% |
| 30D | +12.4% | +11.9% | +0.5% | +9.6% |
| 3M | +8.2% | +10.7% | -2.5% | +4.9% |
| 6M | +20.7% | +34.9% | -14.2% | +11.2% |
| YTD | +31.3% | +79.2% | -47.8% | +12.9% |
| 1Y | +20.5% | +89.0% | -68.5% | +2.2% |
| 3Y | +72.6% | +337.3% | -264.7% | +19.8% |
| 5Y | -64.0% | +402.3% | -466.3% | -80.1% |
| All | -59.9% | +270.3% | -330.2% | -75.5% |
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 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