+32.5%
EWZ vs RVMD
+644.5%
-612.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +6.5% | +1.0% | +5.5% | +6.4% |
| 30D | +4.8% | +6.4% | -1.6% | +4.0% |
| 3M | +9.9% | +34.9% | -25.0% | +5.7% |
| 6M | +1.9% | +107.6% | -105.6% | -8.2% |
| YTD | +20.3% | +163.7% | -143.4% | +3.9% |
| 1Y | +35.6% | +439.2% | -403.6% | +5.7% |
| 3Y | +43.4% | +499.2% | -455.8% | +5.9% |
| 5Y | +55.9% | +621.7% | -565.8% | +5.2% |
| All | +32.5% | +644.5% | -612.0% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling