+47.0%
EEM vs ROIV
+316.9%
-269.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +18.8% | -18.6% | -1.3% |
| 7D | +3.1% | +20.2% | -17.1% | +1.5% |
| 30D | +4.9% | +14.1% | -9.3% | +3.6% |
| 3M | +5.2% | +45.6% | -40.4% | +1.9% |
| 6M | +20.7% | +44.1% | -23.4% | +16.9% |
| YTD | +26.5% | +91.2% | -64.7% | +19.7% |
| 1Y | +37.8% | +221.3% | -183.5% | +25.5% |
| 3Y | +91.0% | +229.2% | -138.2% | +71.8% |
| 5Y | +47.0% | +316.5% | -269.4% | +20.2% |
| All | +47.0% | +316.9% | -269.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 5y: compounded portfolio wealth divided by compounded ROIV 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…
5y analysis · Full analysis span regression · 6 months rolling