+103.2%
EWY vs ROIV
+298.6%
-195.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +6.0% |
| 7D | -2.8% | +9.5% | -12.3% | -3.7% |
| 30D | -13.1% | +21.0% | -34.1% | -14.9% |
| 3M | -11.6% | +18.7% | -30.3% | -13.5% |
| 6M | -23.4% | +44.5% | -67.9% | -26.4% |
| YTD | +52.0% | +92.9% | -40.8% | +42.0% |
| 1Y | +58.6% | +100.2% | -41.6% | +47.5% |
| 3Y | +163.3% | +375.0% | -211.7% | +126.5% |
| 5Y | +108.7% | +435.2% | -326.5% | +63.9% |
| All | +103.2% | +298.6% | -195.3% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling