+148.1%
EWY vs ROIV
+316.9%
-168.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.8% | -18.2% | -1.4% |
| 7D | +8.0% | +20.2% | -12.1% | +5.8% |
| 30D | +14.3% | +14.1% | +0.2% | +12.5% |
| 3M | +2.3% | +45.6% | -43.3% | -1.7% |
| 6M | +49.9% | +44.1% | +5.7% | +44.1% |
| YTD | +95.3% | +91.2% | +4.2% | +82.9% |
| 1Y | +161.7% | +221.3% | -59.6% | +133.8% |
| 3Y | +230.2% | +229.2% | +1.0% | +191.1% |
| 5Y | +148.1% | +316.5% | -168.3% | +95.3% |
| All | +148.1% | +316.9% | -168.7% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling