+64.2%
EWZ vs RNG
+236.7%
-172.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | +0.1% | +2.3% | -2.2% | -0.2% |
| 30D | -25.9% | -3.4% | -22.5% | -25.8% |
| 3M | -6.1% | +20.9% | -27.0% | -8.4% |
| 6M | -16.1% | +82.2% | -98.3% | -22.3% |
| YTD | +1.0% | +164.6% | -163.6% | -11.8% |
| 1Y | 0.0% | +177.0% | -177.0% | -13.3% |
| 3Y | +16.8% | +177.4% | -160.6% | -1.2% |
| 5Y | +52.1% | -72.3% | +124.4% | +70.1% |
| All | +64.2% | +236.7% | -172.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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