+1,142.0%
RSP vs EWZ
+663.4%
+478.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +3.5% | -25.9% | +29.3% | +13.9% |
| 3M | +0.2% | -6.1% | +6.4% | +0.7% |
| 6M | +9.1% | -16.1% | +25.2% | +13.9% |
| YTD | +16.6% | +1.0% | +15.6% | +13.1% |
| 1Y | +17.9% | 0.0% | +18.0% | +14.6% |
| 3Y | +64.6% | +16.8% | +47.8% | +49.0% |
| 5Y | +48.4% | +52.1% | -3.7% | +18.2% |
| 10Y | +212.9% | +63.6% | +149.3% | +116.4% |
| All | +1,142.0% | +663.4% | +478.6% | +407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling