+1,193.7%
EWY vs RSG
+3,113.3%
-1,919.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | +1.2% | -1.8% | +3.0% | +2.1% |
| 30D | +9.3% | +2.8% | +6.5% | +7.7% |
| 3M | +2.4% | +4.3% | -1.9% | -1.1% |
| 6M | +40.3% | -0.5% | +40.8% | +36.9% |
| YTD | +88.0% | +5.2% | +82.8% | +78.0% |
| 1Y | +143.8% | -2.1% | +146.0% | +138.1% |
| 3Y | +217.8% | +56.5% | +161.3% | +138.6% |
| 5Y | +142.7% | +89.5% | +53.2% | +61.1% |
| 10Y | +291.7% | +424.8% | -133.1% | +48.1% |
| All | +1,193.7% | +3,113.3% | -1,919.6% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling