+51.5%
RSP vs EWT
+154.5%
-103.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | -0.4% | +1.6% | -2.0% | -1.1% |
| 30D | -1.5% | +8.2% | -9.7% | -4.7% |
| 3M | +4.8% | +11.1% | -6.3% | -0.6% |
| 6M | +10.3% | +60.4% | -50.2% | -12.9% |
| YTD | +14.1% | +75.6% | -61.5% | -14.1% |
| 1Y | +17.0% | +91.3% | -74.3% | -15.9% |
| 3Y | +54.2% | +200.3% | -146.1% | -17.5% |
| 5Y | +51.5% | +156.4% | -104.9% | -10.4% |
| All | +51.5% | +154.5% | -103.0% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling