+12.8%
EWZ vs RVMD
+510.7%
-498.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.7% |
| 7D | +0.8% | -10.4% | +11.1% | +2.1% |
| 30D | -24.4% | -11.0% | -13.4% | -23.4% |
| 3M | -4.6% | -14.7% | +10.1% | -3.0% |
| 6M | -11.6% | +14.9% | -26.5% | -13.6% |
| YTD | +2.4% | +116.3% | -113.9% | -9.6% |
| 1Y | +2.1% | +167.6% | -165.5% | -12.6% |
| 3Y | +18.7% | +776.8% | -758.1% | -15.9% |
| 5Y | +54.2% | +424.8% | -370.6% | +9.5% |
| All | +12.8% | +510.7% | -498.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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