+58.6%
EWY vs RSP
+19.8%
+38.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +4.6% |
| 7D | -2.8% | -0.3% | -2.5% | -1.5% |
| 30D | -13.1% | +4.4% | -17.5% | -20.0% |
| 3M | -11.6% | +1.3% | -12.9% | -13.2% |
| 6M | -23.4% | +10.0% | -33.3% | -37.6% |
| YTD | +52.0% | +17.6% | +34.4% | +12.8% |
| 1Y | +58.6% | +19.2% | +39.4% | +16.5% |
| All | +58.6% | +19.8% | +38.8% | +16.5% |
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