+215.7%
RSP vs ED
+141.1%
+74.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | +4.4% | +11.2% | -6.7% | +0.7% |
| 3M | +1.3% | +11.8% | -10.5% | -2.6% |
| 6M | +10.0% | +14.1% | -4.1% | +4.9% |
| YTD | +17.6% | +23.0% | -5.3% | +8.9% |
| 1Y | +19.2% | +23.7% | -4.4% | +10.1% |
| 3Y | +66.0% | +47.7% | +18.3% | +40.8% |
| 5Y | +50.4% | +82.6% | -32.2% | +16.3% |
| 10Y | +215.7% | +141.8% | +73.9% | +133.8% |
| All | +215.7% | +141.1% | +74.6% | +133.8% |
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