+50.4%
RSP vs EFV
+93.3%
-42.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.3% | -1.0% | +0.7% | +0.5% |
| 30D | +4.4% | +3.1% | +1.4% | +2.0% |
| 3M | +1.3% | -1.2% | +2.5% | +2.2% |
| 6M | +10.0% | +5.6% | +4.3% | +5.2% |
| YTD | +17.6% | +15.8% | +1.8% | +4.1% |
| 1Y | +19.2% | +20.0% | -0.8% | +2.5% |
| 3Y | +66.0% | +91.0% | -24.9% | -3.5% |
| 5Y | +50.4% | +93.7% | -43.2% | -14.5% |
| All | +50.4% | +93.3% | -42.9% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling