+298.8%
ROIV vs XME
+289.2%
+9.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.1% | +17.6% | +18.4% |
| 7D | +20.2% | +3.6% | +16.6% | +18.8% |
| 30D | +14.1% | +3.6% | +10.5% | +12.7% |
| 3M | +45.6% | +1.2% | +44.4% | +44.4% |
| 6M | +44.1% | +9.0% | +35.1% | +38.7% |
| YTD | +91.2% | +15.9% | +75.2% | +80.1% |
| 1Y | +221.3% | +43.2% | +178.1% | +180.6% |
| 3Y | +229.2% | +137.4% | +91.8% | +140.5% |
| 5Y | +316.5% | +185.0% | +131.4% | +206.2% |
| All | +298.8% | +289.2% | +9.7% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XME 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling