+53.0%
RSP vs ED
+67.1%
-14.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | +4.3% | +3.9% | +0.3% | +3.2% |
| 6M | +8.8% | -3.0% | +11.9% | +9.4% |
| YTD | +15.3% | +10.7% | +4.6% | +11.8% |
| 1Y | +18.3% | +13.3% | +4.9% | +13.7% |
| 3Y | +52.8% | +34.5% | +18.3% | +35.6% |
| All | +53.0% | +67.1% | -14.1% | +29.7% |
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