+655.4%
RSP vs EFV
+258.8%
+396.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.8% | +1.5% | -2.3% | -1.9% |
| 30D | -0.3% | +1.7% | -2.1% | -1.7% |
| 3M | +4.3% | +8.6% | -4.4% | -2.6% |
| 6M | +8.8% | +11.7% | -2.9% | -0.8% |
| YTD | +15.3% | +19.3% | -4.0% | -0.5% |
| 1Y | +18.3% | +30.2% | -11.9% | -4.9% |
| 3Y | +52.8% | +91.6% | -38.8% | -10.6% |
| 5Y | +51.7% | +96.4% | -44.7% | -13.3% |
| 10Y | +208.5% | +166.5% | +42.0% | +38.4% |
| All | +655.4% | +258.8% | +396.6% | +161.7% |
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