+160.4%
EWY vs ROIV
+224.1%
-63.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +6.7% | +22.3% | -15.7% | +1.4% |
| 30D | +17.0% | +16.9% | +0.1% | +12.3% |
| 3M | +3.7% | +43.9% | -40.3% | -4.4% |
| 6M | +42.5% | +41.6% | +0.9% | +30.8% |
| YTD | +96.2% | +92.7% | +3.6% | +76.8% |
| 1Y | +160.4% | +210.2% | -49.8% | +125.7% |
| All | +160.4% | +224.1% | -63.7% | +125.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling