+62.4%
EWY vs RSP
+21.9%
+40.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -5.4% |
| 7D | -8.3% | +2.7% | -11.0% | -13.0% |
| 30D | -20.5% | +5.8% | -26.3% | -29.4% |
| 3M | -11.1% | +1.8% | -12.9% | -14.3% |
| 6M | -7.0% | +11.6% | -18.6% | -26.9% |
| YTD | +56.5% | +18.0% | +38.5% | +14.4% |
| 1Y | +62.4% | +21.8% | +40.6% | +15.3% |
| All | +62.4% | +21.9% | +40.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 1y: compounded portfolio wealth divided by compounded RSP 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…
1y analysis · Full analysis span regression · 6 months rolling