+74.0%
EWJ vs ROIV
+197.8%
-123.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +3.3% | +1.0% | +2.3% | +3.0% |
| 3M | +5.0% | +18.3% | -13.3% | +2.2% |
| 6M | +11.5% | +18.3% | -6.8% | +8.2% |
| YTD | +22.4% | +61.0% | -38.6% | +13.5% |
| 1Y | +30.2% | +177.9% | -147.7% | +11.4% |
| All | +74.0% | +197.8% | -123.8% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling