+59.7%
EWJ vs ROIV
+287.3%
-227.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +3.3% |
| 7D | -1.5% | +13.3% | -14.8% | -2.4% |
| 30D | -6.5% | +14.8% | -21.3% | -7.5% |
| 3M | -5.6% | +11.9% | -17.5% | -6.6% |
| 6M | -0.3% | +42.4% | -42.7% | -3.3% |
| YTD | +13.9% | +87.4% | -73.5% | +8.1% |
| 1Y | +14.6% | +97.2% | -82.7% | +8.3% |
| 3Y | +66.6% | +375.7% | -309.0% | +48.3% |
| 5Y | +47.7% | +379.0% | -331.4% | +25.7% |
| All | +59.7% | +287.3% | -227.6% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling