+222.9%
EWY vs RVMD
+537.4%
-314.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -0.1% | -3.0% | +2.9% | +0.3% |
| 30D | +7.3% | -0.7% | +8.0% | +7.3% |
| 3M | -5.1% | +36.5% | -41.7% | -8.6% |
| 6M | +42.1% | +104.6% | -62.6% | +30.9% |
| YTD | +94.1% | +155.8% | -61.7% | +74.2% |
| 1Y | +147.8% | +340.7% | -192.9% | +110.1% |
| 3Y | +222.9% | +519.9% | -297.0% | +158.8% |
| All | +222.9% | +537.4% | -314.5% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling