+81.2%
EWZ vs RMD
+278.3%
-197.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.5% | -5.0% | +11.5% | +8.0% |
| 30D | +4.8% | +2.2% | +2.6% | +4.1% |
| 3M | +9.9% | +17.8% | -8.0% | +4.3% |
| 6M | +1.9% | -11.3% | +13.3% | +4.8% |
| YTD | +20.3% | -4.4% | +24.7% | +20.7% |
| 1Y | +35.6% | -15.7% | +51.3% | +40.8% |
| 3Y | +43.4% | +47.7% | -4.3% | +20.6% |
| 5Y | +55.9% | -19.2% | +75.2% | +57.4% |
| All | +81.2% | +278.3% | -197.1% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling