+337.3%
ROIV vs XME
+84.7%
+252.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.8% | +4.9% |
| 7D | +5.3% | -4.5% | +9.8% | +7.1% |
| 30D | +11.9% | -10.9% | +22.7% | +16.6% |
| 3M | +10.7% | -15.3% | +26.0% | +17.3% |
| 6M | +34.9% | -24.6% | +59.5% | +48.0% |
| YTD | +79.2% | -9.6% | +88.8% | +82.7% |
| 1Y | +89.0% | +2.9% | +86.1% | +83.8% |
| 3Y | +337.3% | +86.9% | +250.4% | +212.1% |
| All | +337.3% | +84.7% | +252.7% | +212.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling