+128.0%
RSP vs ELAN
-28.2%
+156.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -1.9% | -5.4% | +3.5% | -0.6% |
| 30D | -2.8% | +4.7% | -7.5% | -3.9% |
| 3M | +2.8% | -3.7% | +6.5% | +3.2% |
| 6M | +10.2% | -1.2% | +11.4% | +8.9% |
| YTD | +13.1% | +2.4% | +10.7% | +10.6% |
| 1Y | +14.8% | +23.4% | -8.6% | +6.9% |
| 3Y | +52.6% | +96.7% | -44.1% | +17.9% |
| 5Y | +51.6% | -30.6% | +82.2% | +58.4% |
| All | +128.0% | -28.2% | +156.2% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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