+209.8%
RSP vs EWT
+510.6%
-300.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.8% | +2.1% | -3.9% | -2.9% |
| 30D | -2.5% | +9.4% | -11.9% | -7.1% |
| 3M | +3.0% | +10.9% | -7.9% | -3.7% |
| 6M | +8.9% | +57.9% | -49.0% | -17.6% |
| YTD | +13.0% | +75.9% | -63.0% | -20.1% |
| 1Y | +16.2% | +89.7% | -73.5% | -21.6% |
| 3Y | +52.7% | +200.9% | -148.2% | -25.5% |
| 5Y | +50.5% | +154.5% | -104.0% | -18.7% |
| 10Y | +209.8% | +520.8% | -311.0% | -5.3% |
| All | +209.8% | +510.6% | -300.8% | -5.3% |
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