+148.1%
EWY vs RSP
+51.6%
+96.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.6% |
| 7D | +8.0% | -0.4% | +8.4% | +8.4% |
| 30D | +14.3% | -1.5% | +15.9% | +16.1% |
| 3M | +2.3% | +4.8% | -2.5% | -2.4% |
| 6M | +49.9% | +10.3% | +39.6% | +37.3% |
| YTD | +95.3% | +14.1% | +81.3% | +74.2% |
| 1Y | +161.7% | +17.0% | +144.7% | +128.1% |
| 3Y | +230.2% | +54.2% | +176.0% | +124.3% |
| 5Y | +148.1% | +51.5% | +96.6% | +71.1% |
| All | +148.1% | +51.6% | +96.5% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling