+91.2%
EWZ vs RSG
+425.0%
-333.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +1.1% | -1.8% | +2.9% | +2.1% |
| 30D | +13.5% | +2.8% | +10.7% | +11.7% |
| 3M | +15.2% | +4.3% | +10.9% | +11.8% |
| 6M | +3.7% | -0.5% | +4.2% | +2.9% |
| YTD | +22.5% | +5.2% | +17.3% | +17.1% |
| 1Y | +35.3% | -2.1% | +37.4% | +34.6% |
| 3Y | +50.2% | +56.5% | -6.3% | +6.4% |
| 5Y | +64.6% | +89.5% | -24.9% | -2.9% |
| All | +91.2% | +425.0% | -333.8% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RSG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling