+84.1%
EWZ vs RNG
+216.3%
-132.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.3% | +2.4% |
| 7D | +5.6% | -0.8% | +6.4% | +5.6% |
| 30D | +9.3% | +11.4% | -2.1% | +7.9% |
| 3M | +15.7% | +72.1% | -56.4% | +8.3% |
| 6M | +7.4% | +67.9% | -60.5% | +0.2% |
| YTD | +22.7% | +144.3% | -121.7% | +8.4% |
| 1Y | +36.4% | +117.5% | -81.1% | +21.8% |
| 3Y | +50.4% | +123.9% | -73.5% | +30.5% |
| 5Y | +67.6% | -70.1% | +137.7% | +83.4% |
| 10Y | +84.1% | +215.9% | -131.8% | +21.6% |
| All | +84.1% | +216.3% | -132.2% | +21.6% |
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