+235.9%
ROIV vs EME
+784.0%
-548.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | +0.6% | +1.9% | -1.3% | +0.2% |
| 30D | +1.0% | -8.3% | +9.2% | +3.0% |
| 3M | +18.3% | -10.7% | +29.0% | +20.7% |
| 6M | +18.3% | +1.9% | +16.4% | +16.8% |
| YTD | +61.0% | +23.5% | +37.5% | +52.1% |
| 1Y | +177.9% | +18.0% | +159.9% | +161.5% |
| 3Y | +199.1% | +236.1% | -37.1% | +105.0% |
| 5Y | +250.7% | +527.9% | -277.2% | +99.4% |
| All | +235.9% | +784.0% | -548.1% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling