+19.0%
EWZ vs RMD
+57.4%
-38.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -1.5% | +2.3% | -3.8% | -1.8% |
| 30D | -24.5% | +4.1% | -28.6% | -24.9% |
| 3M | -10.7% | +5.7% | -16.4% | -11.4% |
| 6M | -19.1% | +12.9% | -32.0% | -20.5% |
| YTD | +1.6% | -1.5% | +3.1% | +1.5% |
| 1Y | +4.3% | -4.8% | +9.0% | +4.5% |
| 3Y | +19.0% | +57.5% | -38.5% | +10.1% |
| All | +19.0% | +57.4% | -38.5% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling