+88.8%
EWZ vs RRX
+223.0%
-134.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | -0.1% | -0.7% | +0.7% | +0.2% |
| 30D | +8.2% | -8.0% | +16.1% | +11.2% |
| 3M | +13.3% | -25.1% | +38.4% | +22.8% |
| 6M | +3.6% | -18.3% | +21.9% | +7.8% |
| YTD | +21.0% | +14.2% | +6.8% | +10.5% |
| 1Y | +34.7% | +13.0% | +21.6% | +22.2% |
| 3Y | +48.3% | +4.2% | +44.1% | +29.4% |
| 5Y | +60.1% | +17.9% | +42.2% | +22.3% |
| All | +88.8% | +223.0% | -134.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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