+1,127.7%
RSP vs EWT
+1,577.5%
-449.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -1.5% |
| 7D | -0.8% | +4.0% | -4.7% | -2.8% |
| 30D | -0.3% | +10.3% | -10.6% | -5.5% |
| 3M | +4.3% | +6.1% | -1.8% | -0.4% |
| 6M | +8.8% | +56.6% | -47.8% | -16.5% |
| YTD | +15.3% | +76.6% | -61.3% | -17.4% |
| 1Y | +18.3% | +97.9% | -79.6% | -20.7% |
| 3Y | +52.8% | +198.0% | -145.2% | -20.2% |
| 5Y | +51.7% | +151.8% | -100.0% | -13.5% |
| 10Y | +208.5% | +514.1% | -305.7% | +6.6% |
| All | +1,127.7% | +1,577.5% | -449.7% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling