+67.6%
EWZ vs RVMD
+570.7%
-503.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.1% |
| 7D | +5.6% | -1.2% | +6.8% | +5.7% |
| 30D | +9.3% | +1.1% | +8.2% | +9.1% |
| 3M | +15.7% | +39.6% | -23.9% | +12.4% |
| 6M | +7.4% | +110.7% | -103.3% | +0.1% |
| YTD | +22.7% | +160.3% | -137.6% | +11.5% |
| 1Y | +36.4% | +404.9% | -368.5% | +16.2% |
| 3Y | +50.4% | +545.5% | -495.1% | +22.1% |
| 5Y | +67.6% | +584.7% | -517.0% | +32.5% |
| All | +67.6% | +570.7% | -503.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling