+89.1%
EWJ vs RVMD
+636.2%
-547.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | +1.0% | +0.3% | +0.6% | +0.9% |
| 3M | +7.2% | +38.9% | -31.6% | +4.3% |
| 6M | +13.9% | +108.1% | -94.2% | +6.4% |
| YTD | +20.8% | +160.7% | -139.9% | +10.1% |
| 1Y | +26.4% | +407.3% | -380.9% | +8.5% |
| 3Y | +71.8% | +546.6% | -474.8% | +41.3% |
| 5Y | +49.9% | +579.8% | -529.9% | +18.3% |
| All | +89.1% | +636.2% | -547.1% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling