+213.2%
RSP vs EWT
+414.5%
-201.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +0.7% | -3.7% | +4.4% | +2.1% |
| 30D | +3.7% | -17.2% | +20.9% | +13.1% |
| 3M | +0.7% | -7.3% | +8.0% | +3.2% |
| 6M | +9.0% | -1.5% | +10.5% | +6.1% |
| YTD | +16.7% | +49.0% | -32.3% | -11.4% |
| 1Y | +19.0% | +50.6% | -31.7% | -10.4% |
| 3Y | +64.7% | +148.9% | -84.2% | -12.7% |
| 5Y | +49.6% | +116.1% | -66.5% | -13.6% |
| 10Y | +213.2% | +427.8% | -214.7% | +2.4% |
| All | +213.2% | +414.5% | -201.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling