+1,042.1%
EWY vs RSP
+1,156.6%
-114.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +4.2% | +2.4% | +1.8% | +1.6% |
| 30D | -10.7% | +4.3% | -14.9% | -14.6% |
| 3M | -20.1% | -0.3% | -19.7% | -19.6% |
| 6M | -24.3% | +9.8% | -34.1% | -31.3% |
| YTD | +46.9% | +16.8% | +30.0% | +25.8% |
| 1Y | +55.2% | +19.5% | +35.7% | +29.6% |
| 3Y | +157.0% | +65.1% | +91.8% | +49.4% |
| 5Y | +98.9% | +48.7% | +50.2% | +28.3% |
| 10Y | +226.3% | +213.6% | +12.7% | -14.4% |
| All | +1,042.1% | +1,156.6% | -114.5% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling