+66.8%
VWO vs ROIV
+253.6%
-186.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.8% | -19.1% | -2.4% |
| 7D | +0.9% | +20.2% | -19.3% | -1.4% |
| 30D | +1.3% | +14.1% | -12.9% | -0.5% |
| 3M | +5.1% | +45.6% | -40.5% | +0.2% |
| 6M | +12.5% | +44.1% | -31.6% | +7.1% |
| YTD | +14.0% | +91.2% | -77.1% | +4.8% |
| 1Y | +19.7% | +221.3% | -201.6% | +2.7% |
| 3Y | +66.8% | +229.2% | -162.4% | +37.3% |
| All | +66.8% | +253.6% | -186.8% | +37.3% |
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 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