+50.4%
EWJ vs RVMD
+576.1%
-525.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.3% | -3.0% | +3.3% | +0.5% |
| 30D | +0.8% | -0.7% | +1.5% | +0.8% |
| 3M | +7.5% | +36.5% | -29.0% | +4.8% |
| 6M | +15.6% | +104.6% | -89.0% | +8.6% |
| YTD | +22.7% | +155.8% | -133.1% | +12.7% |
| 1Y | +26.4% | +340.7% | -314.3% | +10.8% |
| 3Y | +72.5% | +519.9% | -447.4% | +44.1% |
| All | +50.4% | +576.1% | -525.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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