+210.3%
RSP vs EAT
+319.3%
-108.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +1.8% | -7.1% | +8.9% | +3.0% |
| 30D | +3.5% | -2.3% | +5.8% | +3.6% |
| 3M | +0.2% | -19.6% | +19.8% | +3.5% |
| 6M | +9.1% | +46.0% | -36.9% | +0.9% |
| YTD | +16.6% | +37.7% | -21.1% | +8.0% |
| 1Y | +17.9% | +73.8% | -55.9% | +4.4% |
| 3Y | +64.6% | +482.1% | -417.5% | +12.1% |
| 5Y | +48.4% | +362.5% | -314.1% | +1.4% |
| All | +210.3% | +319.3% | -108.9% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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