+209.8%
RSP vs EWZ
+86.7%
+123.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -1.8% | -0.1% | -1.8% | -1.8% |
| 30D | -2.5% | +8.2% | -10.7% | -5.0% |
| 3M | +3.0% | +13.3% | -10.3% | -1.2% |
| 6M | +8.9% | +3.6% | +5.3% | +7.2% |
| YTD | +13.0% | +21.0% | -8.0% | +5.7% |
| 1Y | +16.2% | +34.7% | -18.4% | +4.9% |
| 3Y | +52.7% | +48.3% | +4.4% | +32.1% |
| 5Y | +50.5% | +60.1% | -9.6% | +23.7% |
| 10Y | +209.8% | +92.6% | +117.3% | +125.4% |
| All | +209.8% | +86.7% | +123.1% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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