+420.8%
RSG vs ED
+108.5%
+312.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | +4.0% | -0.4% | +4.4% | +4.1% |
| 3M | +7.4% | +0.5% | +6.9% | +7.2% |
| 6M | +0.1% | -3.1% | +3.2% | +1.6% |
| YTD | +6.0% | +9.8% | -3.8% | +1.5% |
| 1Y | -3.0% | +12.6% | -15.6% | -8.2% |
| 3Y | +56.5% | +31.4% | +25.1% | +36.3% |
| 5Y | +90.9% | +69.4% | +21.5% | +46.8% |
| All | +420.8% | +108.5% | +312.3% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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