+44.3%
VWO vs ROIV
+288.8%
-244.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.8% | +16.9% | -18.6% | -3.0% |
| 30D | -0.1% | +12.9% | -13.0% | -1.1% |
| 3M | +2.2% | +37.3% | -35.1% | -0.2% |
| 6M | +8.8% | +38.0% | -29.2% | +5.9% |
| YTD | +12.4% | +88.1% | -75.7% | +7.0% |
| 1Y | +15.6% | +183.3% | -167.7% | +6.9% |
| 3Y | +62.5% | +254.6% | -192.1% | +46.9% |
| 5Y | +34.3% | +309.8% | -275.6% | +15.4% |
| All | +44.3% | +288.8% | -244.4% | +25.3% |
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 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