+155.0%
EWY vs ROIV
+351.4%
-196.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +2.6% |
| 7D | -6.3% | +13.3% | -19.6% | -9.0% |
| 30D | -19.8% | +14.8% | -34.6% | -22.4% |
| 3M | -14.4% | +11.9% | -26.4% | -17.2% |
| 6M | -25.3% | +42.4% | -67.7% | -31.5% |
| YTD | +46.2% | +87.4% | -41.3% | +27.2% |
| 1Y | +58.3% | +97.2% | -39.0% | +36.0% |
| 3Y | +155.0% | +375.7% | -220.7% | +85.0% |
| All | +155.0% | +351.4% | -196.4% | +85.0% |
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 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