+99.5%
EWY vs ROIV
+433.0%
-333.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.2% |
| 7D | -6.3% | +13.3% | -19.6% | -7.6% |
| 30D | -19.8% | +14.8% | -34.6% | -21.1% |
| 3M | -14.4% | +11.9% | -26.4% | -15.8% |
| 6M | -25.3% | +42.4% | -67.7% | -28.3% |
| YTD | +46.2% | +87.4% | -41.3% | +36.5% |
| 1Y | +58.3% | +97.2% | -39.0% | +47.0% |
| 3Y | +155.0% | +375.7% | -220.7% | +117.9% |
| 5Y | +99.5% | +379.0% | -279.6% | +53.9% |
| All | +99.5% | +433.0% | -333.6% | +53.9% |
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