+356.3%
EWZ vs RSG
+3,591.7%
-3,235.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | +0.6% | +1.6% | -1.0% | -0.4% |
| 30D | -25.5% | +13.5% | -39.0% | -31.2% |
| 3M | -4.5% | +16.3% | -20.8% | -13.2% |
| 6M | -15.3% | +26.9% | -42.2% | -27.5% |
| YTD | +3.1% | +19.1% | -16.0% | -9.0% |
| 1Y | +1.2% | +21.8% | -20.6% | -12.0% |
| 3Y | +19.3% | +63.5% | -44.2% | -15.4% |
| 5Y | +52.3% | +98.6% | -46.4% | -6.5% |
| 10Y | +67.0% | +444.4% | -377.4% | -45.0% |
| All | +356.3% | +3,591.7% | -3,235.4% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling