+228.6%
EWY vs ROIV
+201.4%
+27.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.3% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +11.7% | +1.0% | +10.7% | +11.3% |
| 3M | -7.4% | +18.3% | -25.7% | -9.7% |
| 6M | +40.6% | +18.3% | +22.2% | +36.6% |
| YTD | +94.3% | +61.0% | +33.3% | +82.0% |
| 1Y | +164.3% | +177.9% | -13.6% | +130.9% |
| All | +228.6% | +201.4% | +27.2% | +177.2% |
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