+19.0%
EWZ vs ROIV
+314.9%
-296.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | -0.3% |
| 7D | -1.5% | +5.3% | -6.8% | -2.4% |
| 30D | -24.5% | +11.9% | -36.4% | -25.9% |
| 3M | -10.7% | +10.7% | -21.4% | -12.6% |
| 6M | -19.1% | +34.9% | -54.0% | -23.9% |
| YTD | +1.6% | +79.2% | -77.6% | -9.1% |
| 1Y | +4.3% | +89.0% | -84.7% | -7.9% |
| 3Y | +19.0% | +337.3% | -318.4% | -12.1% |
| All | +19.0% | +314.9% | -296.0% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling