+133.8%
EMR vs ROIV
+287.3%
-153.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.6% | -0.2% | +4.0% |
| 7D | +2.1% | +13.3% | -11.2% | +1.1% |
| 30D | +4.8% | +14.8% | -10.0% | +3.6% |
| 3M | +7.5% | +11.9% | -4.4% | +6.2% |
| 6M | +20.9% | +42.4% | -21.5% | +16.9% |
| YTD | +29.2% | +87.4% | -58.2% | +22.3% |
| 1Y | +33.0% | +97.2% | -64.3% | +25.4% |
| 3Y | +109.8% | +375.7% | -265.9% | +86.8% |
| 5Y | +91.9% | +379.0% | -287.1% | +60.6% |
| All | +133.8% | +287.3% | -153.5% | +99.8% |
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