+235.5%
EWY vs RSP
+211.7%
+23.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -0.8% |
| 7D | +10.4% | +1.8% | +8.7% | +8.7% |
| 30D | -12.7% | +3.5% | -16.2% | -15.3% |
| 3M | -17.3% | +0.2% | -17.5% | -17.3% |
| 6M | -18.6% | +9.1% | -27.7% | -24.5% |
| YTD | +49.5% | +16.6% | +32.9% | +31.7% |
| 1Y | +55.0% | +17.9% | +37.1% | +35.1% |
| 3Y | +159.0% | +64.6% | +94.4% | +66.9% |
| 5Y | +102.5% | +48.4% | +54.1% | +42.7% |
| All | +235.5% | +211.7% | +23.8% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling