+1,142.9%
RSP vs EWZ
+672.3%
+470.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +0.7% | +1.3% | -0.6% | +0.3% |
| 30D | +3.7% | -26.2% | +29.8% | +14.3% |
| 3M | +0.7% | -8.6% | +9.3% | +2.1% |
| 6M | +9.0% | -17.0% | +26.1% | +14.3% |
| YTD | +16.7% | +2.2% | +14.5% | +12.8% |
| 1Y | +19.0% | +2.7% | +16.3% | +14.5% |
| 3Y | +64.7% | +18.2% | +46.5% | +48.5% |
| 5Y | +49.6% | +56.0% | -6.4% | +18.0% |
| 10Y | +213.2% | +60.8% | +152.3% | +118.0% |
| All | +1,142.9% | +672.3% | +470.7% | +406.1% |
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