+15.6%
RSP vs EWZ
+35.8%
-20.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -3.1% | +1.1% | -4.3% | -3.3% |
| 30D | -3.4% | +13.5% | -16.9% | -5.9% |
| 3M | +3.6% | +15.2% | -11.6% | +0.3% |
| 6M | +9.0% | +3.7% | +5.2% | +7.8% |
| YTD | +12.2% | +22.5% | -10.3% | +6.9% |
| 1Y | +15.6% | +35.3% | -19.7% | +5.3% |
| All | +15.6% | +35.8% | -20.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling