+303.5%
EWY vs RSP
+211.6%
+91.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +2.5% |
| 7D | -0.1% | -1.9% | +1.8% | +1.7% |
| 30D | +7.3% | -2.8% | +10.1% | +10.2% |
| 3M | -5.1% | +2.8% | -8.0% | -7.7% |
| 6M | +42.1% | +10.2% | +31.9% | +31.0% |
| YTD | +94.1% | +13.1% | +81.0% | +75.4% |
| 1Y | +147.8% | +14.8% | +133.1% | +121.0% |
| 3Y | +222.9% | +52.6% | +170.3% | +122.3% |
| 5Y | +150.6% | +51.6% | +99.0% | +72.9% |
| All | +303.5% | +211.6% | +91.8% | +41.3% |
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 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