+91.1%
RSG vs ED
+66.4%
+24.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | +3.7% | +1.9% | +1.7% | +2.7% |
| 3M | +6.2% | +1.9% | +4.3% | +5.4% |
| 6M | -2.8% | -2.3% | -0.5% | -1.8% |
| YTD | +5.9% | +10.9% | -5.0% | +1.2% |
| 1Y | -1.8% | +14.5% | -16.3% | -7.5% |
| 3Y | +57.5% | +33.4% | +24.1% | +36.9% |
| 5Y | +91.1% | +67.3% | +23.8% | +54.0% |
| All | +91.1% | +66.4% | +24.7% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling