+88.2%
EMR vs ROIV
+413.4%
-325.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.3% |
| 7D | +2.7% | +9.2% | -6.6% | +1.8% |
| 30D | +2.1% | +19.9% | -17.8% | +0.4% |
| 3M | +2.3% | +10.6% | -8.3% | +1.0% |
| 6M | +22.5% | +36.1% | -13.6% | +18.4% |
| YTD | +27.2% | +84.3% | -57.1% | +19.6% |
| 1Y | +28.0% | +87.6% | -59.6% | +20.1% |
| 3Y | +103.4% | +353.9% | -250.5% | +78.2% |
| 5Y | +88.2% | +376.1% | -287.9% | +51.2% |
| All | +88.2% | +413.4% | -325.2% | +51.2% |
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 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