+52.3%
EWZ vs RRX
+16.1%
+36.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +0.6% | +5.4% | -4.8% | -0.4% |
| 30D | -25.5% | +12.0% | -37.5% | -27.2% |
| 3M | -4.5% | +6.1% | -10.7% | -5.9% |
| 6M | -15.3% | -13.2% | -2.1% | -14.3% |
| YTD | +3.1% | +31.0% | -27.9% | -3.5% |
| 1Y | +1.2% | +38.8% | -37.5% | -6.4% |
| 3Y | +19.3% | +70.3% | -51.0% | +2.7% |
| 5Y | +52.3% | +15.5% | +36.7% | +37.7% |
| All | +52.3% | +16.1% | +36.2% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling