+302.0%
ROIV vs EME
+784.1%
-482.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.4% |
| 7D | +22.3% | +2.7% | +19.6% | +21.6% |
| 30D | +16.9% | -6.8% | +23.7% | +18.9% |
| 3M | +43.9% | -8.8% | +52.8% | +46.3% |
| 6M | +41.6% | +5.0% | +36.6% | +38.9% |
| YTD | +92.7% | +23.5% | +69.2% | +82.2% |
| 1Y | +210.2% | +21.3% | +188.9% | +190.1% |
| 3Y | +231.8% | +241.1% | -9.2% | +126.8% |
| 5Y | +319.8% | +549.2% | -229.4% | +139.0% |
| All | +302.0% | +784.1% | -482.1% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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