+142.7%
EWY vs RMD
-22.7%
+165.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | +1.2% | -4.2% | +5.4% | +2.0% |
| 30D | +9.3% | -2.1% | +11.4% | +9.7% |
| 3M | +2.4% | +13.8% | -11.3% | -0.7% |
| 6M | +40.3% | -10.6% | +50.9% | +43.6% |
| YTD | +88.0% | -8.1% | +96.1% | +90.9% |
| 1Y | +143.8% | -18.0% | +161.8% | +153.8% |
| 3Y | +217.8% | +52.9% | +164.9% | +177.1% |
| 5Y | +142.7% | -22.3% | +165.0% | +140.1% |
| All | +142.7% | -22.7% | +165.5% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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