+91.4%
EWY vs ROIV
+292.3%
-200.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | -10.2% | +14.3% | -24.5% | -11.5% |
| 30D | -21.5% | +16.2% | -37.7% | -22.7% |
| 3M | -14.7% | +15.1% | -29.8% | -16.2% |
| 6M | -26.8% | +44.2% | -71.0% | -29.7% |
| YTD | +43.2% | +89.8% | -46.7% | +34.0% |
| 1Y | +48.7% | +94.6% | -45.8% | +38.8% |
| 3Y | +147.9% | +367.5% | -219.6% | +113.7% |
| 5Y | +98.8% | +421.4% | -322.6% | +56.5% |
| All | +91.4% | +292.3% | -200.9% | +54.1% |
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