+66.7%
RSP vs EWT
+153.9%
-87.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -4.9% | +0.3% |
| 7D | +0.4% | -5.0% | +5.4% | +1.6% |
| 30D | +3.7% | -16.3% | +20.0% | +8.5% |
| 3M | +0.8% | -7.2% | +8.0% | +2.2% |
| 6M | +9.1% | -0.5% | +9.6% | +7.0% |
| YTD | +16.7% | +50.6% | -33.8% | -2.1% |
| 1Y | +19.7% | +54.8% | -35.2% | -0.7% |
| 3Y | +66.7% | +155.5% | -88.8% | +7.9% |
| All | +66.7% | +153.9% | -87.1% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling