+664.2%
RSP vs EFV
+247.9%
+416.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.7% |
| 7D | +1.8% | +0.7% | +1.0% | +1.2% |
| 30D | +3.5% | +2.0% | +1.5% | +1.8% |
| 3M | +0.2% | -1.6% | +1.9% | +1.5% |
| 6M | +9.1% | +5.8% | +3.4% | +4.1% |
| YTD | +16.6% | +15.6% | +1.0% | +3.1% |
| 1Y | +17.9% | +19.0% | -1.1% | +1.9% |
| 3Y | +64.6% | +90.7% | -26.1% | -3.4% |
| 5Y | +48.4% | +92.8% | -44.4% | -14.0% |
| 10Y | +212.9% | +160.5% | +52.4% | +42.9% |
| All | +664.2% | +247.9% | +416.3% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling