+1,410.7%
EWY vs RSP
+1,139.7%
+271.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +5.1% |
| 7D | +4.8% | -0.8% | +5.6% | +5.7% |
| 30D | +11.7% | -0.3% | +12.0% | +12.1% |
| 3M | -7.4% | +4.3% | -11.7% | -11.3% |
| 6M | +40.6% | +8.8% | +31.7% | +29.5% |
| YTD | +94.3% | +15.3% | +79.0% | +68.5% |
| 1Y | +164.3% | +18.3% | +146.0% | +122.6% |
| 3Y | +221.0% | +52.8% | +168.2% | +102.8% |
| 5Y | +139.1% | +51.7% | +87.4% | +50.3% |
| 10Y | +298.8% | +208.5% | +90.3% | +6.3% |
| All | +1,410.7% | +1,139.7% | +271.1% | -21.5% |
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 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