+83.4%
EMR vs ROIV
+378.2%
-294.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -0.7% |
| 7D | -1.6% | +5.3% | -6.9% | -2.0% |
| 30D | +2.0% | +11.9% | -9.9% | +0.9% |
| 3M | +3.8% | +10.7% | -6.9% | +2.6% |
| 6M | +10.5% | +34.9% | -24.4% | +7.0% |
| YTD | +23.7% | +79.2% | -55.5% | +16.7% |
| 1Y | +25.4% | +89.0% | -63.6% | +17.8% |
| 3Y | +86.6% | +337.3% | -250.8% | +64.3% |
| All | +83.4% | +378.2% | -294.9% | +48.4% |
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