+162.3%
EWY vs ROIV
+298.2%
-135.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +6.7% | +22.3% | -15.7% | +4.2% |
| 30D | +17.0% | +16.9% | +0.1% | +14.8% |
| 3M | +3.7% | +43.9% | -40.3% | -0.3% |
| 6M | +42.5% | +41.6% | +0.9% | +37.2% |
| YTD | +96.2% | +92.7% | +3.6% | +83.5% |
| 1Y | +160.4% | +210.2% | -49.8% | +133.1% |
| 3Y | +231.7% | +231.8% | -0.2% | +191.8% |
| 5Y | +153.3% | +319.8% | -166.5% | +102.8% |
| All | +162.3% | +298.2% | -135.9% | +111.0% |
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