+230.2%
EWY vs RSP
+54.0%
+176.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.8% |
| 7D | +8.0% | -0.4% | +8.4% | +8.5% |
| 30D | +14.3% | -1.5% | +15.9% | +16.4% |
| 3M | +2.3% | +4.8% | -2.5% | -3.2% |
| 6M | +49.9% | +10.3% | +39.6% | +35.2% |
| YTD | +95.3% | +14.1% | +81.3% | +71.5% |
| 1Y | +161.7% | +17.0% | +144.7% | +124.3% |
| 3Y | +230.2% | +54.2% | +176.0% | +112.6% |
| All | +230.2% | +54.0% | +176.1% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling