+60.1%
EWZ vs RSG
+90.2%
-30.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.1% | 0.0% | 0.0% | -0.1% |
| 30D | +8.2% | +3.7% | +4.5% | +7.4% |
| 3M | +13.3% | +6.2% | +7.1% | +11.7% |
| 6M | +3.6% | -2.8% | +6.4% | +4.2% |
| YTD | +21.0% | +5.9% | +15.1% | +18.9% |
| 1Y | +34.7% | -1.8% | +36.4% | +34.9% |
| 3Y | +48.3% | +57.5% | -9.2% | +29.2% |
| 5Y | +60.1% | +91.1% | -31.0% | +30.5% |
| All | +60.1% | +90.2% | -30.1% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling