+35.3%
EWZ vs RSG
-2.0%
+37.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.2% |
| 7D | +1.1% | -1.8% | +2.9% | +0.9% |
| 30D | +13.5% | +2.8% | +10.7% | +14.0% |
| 3M | +15.2% | +4.3% | +10.9% | +15.9% |
| 6M | +3.7% | -0.5% | +4.2% | +4.5% |
| YTD | +22.5% | +5.2% | +17.3% | +22.7% |
| 1Y | +35.3% | -2.1% | +37.4% | +36.7% |
| All | +35.3% | -2.0% | +37.3% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling