+56.6%
EWZ vs ROIV
+369.5%
-312.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.2% |
| 7D | -4.2% | -2.4% | -1.8% | -4.0% |
| 30D | -26.1% | +3.1% | -29.2% | -26.3% |
| 3M | -12.0% | +5.8% | -17.9% | -12.6% |
| 6M | -19.3% | +29.3% | -48.6% | -21.0% |
| YTD | +0.9% | +68.8% | -67.8% | -3.2% |
| 1Y | +3.4% | +81.0% | -77.6% | -1.4% |
| 3Y | +18.6% | +294.6% | -276.0% | +7.2% |
| 5Y | +56.6% | +373.1% | -316.5% | +32.9% |
| All | +56.6% | +369.5% | -312.9% | +32.9% |
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