+159.7%
EWY vs ROIV
+232.7%
-73.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.4% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +11.7% | +1.0% | +10.7% | +11.5% |
| 3M | -7.4% | +18.3% | -25.7% | -8.9% |
| 6M | +40.6% | +18.3% | +22.2% | +38.1% |
| YTD | +94.3% | +61.0% | +33.3% | +85.5% |
| 1Y | +164.3% | +177.9% | -13.6% | +140.1% |
| 3Y | +221.0% | +199.1% | +21.9% | +186.6% |
| 5Y | +139.1% | +250.7% | -111.6% | +95.5% |
| All | +159.7% | +232.7% | -73.0% | +113.3% |
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