+291.1%
ROIV vs XME
+220.0%
+71.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +2.8% |
| 7D | +13.3% | +0.9% | +12.4% | +13.0% |
| 30D | +14.8% | -7.3% | +22.1% | +17.6% |
| 3M | +11.9% | -14.8% | +26.7% | +17.7% |
| 6M | +42.4% | -18.4% | +60.8% | +50.8% |
| YTD | +87.4% | -4.7% | +92.1% | +88.0% |
| 1Y | +97.2% | +5.7% | +91.5% | +91.3% |
| 3Y | +375.7% | +104.0% | +271.7% | +265.2% |
| 5Y | +379.0% | +122.4% | +256.6% | +275.9% |
| All | +291.1% | +220.0% | +71.0% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling