+164.3%
EWY vs RVMD
+430.6%
-266.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +4.8% | +1.0% | +3.8% | +4.6% |
| 30D | +11.7% | +6.4% | +5.2% | +10.4% |
| 3M | -7.4% | +34.9% | -42.3% | -11.3% |
| 6M | +40.6% | +107.6% | -67.0% | +29.1% |
| YTD | +94.3% | +163.7% | -69.4% | +76.9% |
| 1Y | +164.3% | +439.2% | -274.9% | +122.5% |
| All | +164.3% | +430.6% | -266.3% | +122.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling