+316.5%
ROIV vs EME
+565.5%
-249.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.5% | +16.2% | +18.1% |
| 7D | +20.2% | +5.2% | +15.0% | +18.6% |
| 30D | +14.1% | -5.4% | +19.5% | +15.8% |
| 3M | +45.6% | -6.1% | +51.7% | +47.1% |
| 6M | +44.1% | +9.7% | +34.5% | +39.4% |
| YTD | +91.2% | +26.6% | +64.6% | +78.1% |
| 1Y | +221.3% | +24.6% | +196.7% | +195.2% |
| 3Y | +229.2% | +249.6% | -20.4% | +102.8% |
| 5Y | +316.5% | +556.6% | -240.1% | +92.8% |
| All | +316.5% | +565.5% | -249.0% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling