+57.8%
EWZ vs RNG
-69.1%
+126.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.9% |
| 7D | -1.5% | -11.3% | +9.9% | -0.7% |
| 30D | -24.5% | -5.7% | -18.8% | -24.3% |
| 3M | -10.7% | +16.8% | -27.5% | -11.9% |
| 6M | -19.1% | +58.5% | -77.5% | -22.3% |
| YTD | +1.6% | +151.3% | -149.7% | -7.0% |
| 1Y | +4.3% | +169.0% | -164.7% | -5.2% |
| 3Y | +19.0% | +156.9% | -138.0% | +6.8% |
| All | +57.8% | -69.1% | +126.9% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling