+237.8%
EWY vs RBA
+209.3%
+28.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.3% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -13.1% | +9.0% | -22.1% | -15.1% |
| 3M | -11.6% | +7.2% | -18.8% | -13.6% |
| 6M | -23.4% | -7.8% | -15.6% | -22.5% |
| YTD | +52.0% | -6.4% | +58.4% | +52.2% |
| 1Y | +58.6% | -4.2% | +62.8% | +57.6% |
| 3Y | +163.3% | +64.1% | +99.3% | +121.7% |
| 5Y | +108.7% | +48.4% | +60.3% | +76.2% |
| 10Y | +237.8% | +209.9% | +27.9% | +112.0% |
| All | +237.8% | +209.3% | +28.5% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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