+303.5%
EWY vs RSG
+428.9%
-125.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +7.3% | +4.0% | +3.3% | +5.9% |
| 3M | -5.1% | +7.4% | -12.5% | -8.3% |
| 6M | +42.1% | +0.1% | +42.0% | +40.0% |
| YTD | +94.1% | +6.0% | +88.1% | +86.1% |
| 1Y | +147.8% | -3.0% | +150.8% | +146.4% |
| 3Y | +222.9% | +56.5% | +166.4% | +147.3% |
| 5Y | +150.6% | +90.9% | +59.7% | +67.6% |
| All | +303.5% | +428.9% | -125.4% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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