+40.6%
EWY vs RSP
+8.9%
+31.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +5.8% |
| 7D | +4.8% | -0.8% | +5.6% | +6.9% |
| 30D | +11.7% | -0.3% | +12.0% | +12.3% |
| 3M | -7.4% | +4.3% | -11.7% | -18.8% |
| 6M | +40.6% | +8.8% | +31.7% | +9.0% |
| All | +40.6% | +8.9% | +31.6% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling