+50.4%
EWZ vs RSG
+55.3%
-4.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | +5.6% | -0.7% | +6.3% | +5.6% |
| 30D | +9.3% | +3.3% | +6.0% | +8.9% |
| 3M | +15.7% | +8.5% | +7.2% | +14.4% |
| 6M | +7.4% | -3.5% | +11.0% | +8.4% |
| YTD | +22.7% | +5.5% | +17.2% | +21.4% |
| 1Y | +36.4% | -1.7% | +38.1% | +37.0% |
| 3Y | +50.4% | +56.9% | -6.5% | +34.9% |
| All | +50.4% | +55.3% | -4.9% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling