+110.8%
EMR vs ROIV
+232.7%
-121.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | -1.5% | +0.6% | -2.2% | -1.6% |
| 30D | -5.6% | +1.0% | -6.6% | -5.7% |
| 3M | +7.9% | +18.3% | -10.3% | +6.4% |
| 6M | +6.0% | +18.3% | -12.3% | +4.3% |
| YTD | +16.4% | +61.0% | -44.5% | +11.8% |
| 1Y | +16.6% | +177.9% | -161.3% | +7.8% |
| 3Y | +62.9% | +199.1% | -136.2% | +48.6% |
| 5Y | +60.1% | +250.7% | -190.6% | +39.3% |
| All | +110.8% | +232.7% | -121.9% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling