+57.8%
EWZ vs ROIV
+232.7%
-174.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | +6.5% | +0.6% | +5.9% | +6.4% |
| 30D | +4.8% | +1.0% | +3.9% | +4.7% |
| 3M | +9.9% | +18.3% | -8.4% | +8.6% |
| 6M | +1.9% | +18.3% | -16.4% | +0.6% |
| YTD | +20.3% | +61.0% | -40.7% | +16.4% |
| 1Y | +35.6% | +177.9% | -142.3% | +26.9% |
| 3Y | +43.4% | +199.1% | -155.6% | +32.6% |
| 5Y | +55.9% | +250.7% | -194.8% | +39.2% |
| All | +57.8% | +232.7% | -174.9% | +40.8% |
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