+209.8%
RSP vs EFV
+162.1%
+47.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.4% |
| 30D | -2.5% | 0.0% | -2.5% | -2.5% |
| 3M | +3.0% | +8.4% | -5.4% | -4.2% |
| 6M | +8.9% | +12.3% | -3.4% | -2.1% |
| YTD | +13.0% | +17.4% | -4.4% | -2.6% |
| 1Y | +16.2% | +27.1% | -10.9% | -6.7% |
| 3Y | +52.7% | +90.7% | -38.0% | -15.9% |
| 5Y | +50.5% | +95.6% | -45.2% | -19.5% |
| 10Y | +209.8% | +165.3% | +44.5% | +25.6% |
| All | +209.8% | +162.1% | +47.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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