+61.0%
RSP vs ED
+44.5%
+16.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | -1.0% | +1.6% | -2.7% | -1.2% |
| 30D | +2.6% | +13.3% | -10.7% | +1.4% |
| 3M | -0.8% | +9.7% | -10.5% | -1.7% |
| 6M | +6.3% | +12.8% | -6.5% | +5.0% |
| YTD | +14.1% | +22.3% | -8.2% | +11.6% |
| 1Y | +18.0% | +26.3% | -8.3% | +14.9% |
| 3Y | +61.0% | +45.0% | +16.0% | +47.1% |
| All | +61.0% | +44.5% | +16.5% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling