+237.8%
EWY vs RSP
+216.5%
+21.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.4% |
| 7D | -2.8% | -0.3% | -2.5% | -2.2% |
| 30D | -13.1% | +4.4% | -17.5% | -16.4% |
| 3M | -11.6% | +1.3% | -12.9% | -12.4% |
| 6M | -23.4% | +10.0% | -33.3% | -29.5% |
| YTD | +52.0% | +17.6% | +34.4% | +32.8% |
| 1Y | +58.6% | +19.2% | +39.4% | +36.8% |
| 3Y | +163.3% | +66.0% | +97.3% | +68.3% |
| 5Y | +108.7% | +50.4% | +58.2% | +45.3% |
| 10Y | +237.8% | +215.7% | +22.1% | +19.6% |
| All | +237.8% | +216.5% | +21.3% | +19.6% |
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