+1,082.3%
EWY vs RSP
+1,165.1%
-82.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.1% |
| 30D | -13.1% | +4.4% | -17.5% | -17.0% |
| 3M | -11.6% | +1.3% | -12.9% | -12.6% |
| 6M | -23.4% | +10.0% | -33.3% | -30.6% |
| YTD | +52.0% | +17.6% | +34.4% | +29.3% |
| 1Y | +58.6% | +19.2% | +39.4% | +32.8% |
| 3Y | +163.3% | +66.0% | +97.3% | +52.2% |
| 5Y | +108.7% | +50.4% | +58.2% | +32.9% |
| 10Y | +237.8% | +215.7% | +22.1% | -12.0% |
| All | +1,082.3% | +1,165.1% | -82.8% | -39.8% |
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