+273.8%
ROIV vs XME
+203.4%
+70.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.8% | +5.1% |
| 7D | +5.3% | -4.5% | +9.8% | +7.0% |
| 30D | +11.9% | -10.9% | +22.7% | +16.1% |
| 3M | +10.7% | -15.3% | +26.0% | +16.6% |
| 6M | +34.9% | -24.6% | +59.5% | +46.7% |
| YTD | +79.2% | -9.6% | +88.8% | +82.9% |
| 1Y | +89.0% | +2.9% | +86.1% | +85.0% |
| 3Y | +337.3% | +86.9% | +250.4% | +245.2% |
| 5Y | +402.3% | +115.2% | +287.2% | +301.0% |
| All | +273.8% | +203.4% | +70.5% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling