+209.8%
RSP vs EEM
+128.0%
+81.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -1.8% | +2.0% | -3.8% | -3.0% |
| 30D | -2.5% | +5.1% | -7.6% | -5.6% |
| 3M | +3.0% | +4.6% | -1.6% | -0.7% |
| 6M | +8.9% | +17.8% | -8.9% | -3.8% |
| YTD | +13.0% | +25.8% | -12.9% | -4.8% |
| 1Y | +16.2% | +36.4% | -20.2% | -7.4% |
| 3Y | +52.7% | +90.0% | -37.3% | -3.9% |
| 5Y | +50.5% | +46.6% | +3.9% | +12.1% |
| 10Y | +209.8% | +132.3% | +77.6% | +71.2% |
| All | +209.8% | +128.0% | +81.9% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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