+34.0%
EWZ vs ROIV
+292.3%
-258.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +1.3% | +14.3% | -13.0% | +0.4% |
| 30D | -26.2% | +16.2% | -42.4% | -26.9% |
| 3M | -8.6% | +15.1% | -23.8% | -9.7% |
| 6M | -17.0% | +44.2% | -61.3% | -19.3% |
| YTD | +2.2% | +89.8% | -87.7% | -2.4% |
| 1Y | +2.7% | +94.6% | -91.9% | -2.1% |
| 3Y | +18.2% | +367.5% | -349.3% | +7.0% |
| 5Y | +56.0% | +421.4% | -365.4% | +34.1% |
| All | +34.0% | +292.3% | -258.3% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling