+109.9%
EMR vs ROIV
+295.0%
-185.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.8% | -19.2% | -1.9% |
| 7D | +3.1% | +20.2% | -17.1% | +1.4% |
| 30D | -3.5% | +14.1% | -17.7% | -4.7% |
| 3M | +9.8% | +45.6% | -35.8% | +6.2% |
| 6M | +10.8% | +44.1% | -33.3% | +7.2% |
| YTD | +15.9% | +91.2% | -75.2% | +9.7% |
| 1Y | +16.4% | +221.3% | -204.9% | +6.2% |
| 3Y | +62.1% | +229.2% | -167.1% | +46.2% |
| 5Y | +62.9% | +316.5% | -253.5% | +39.7% |
| All | +109.9% | +295.0% | -185.2% | +79.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling