+50.4%
RSP vs ELAN
-31.8%
+82.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | -3.1% | -6.4% | +3.3% | -2.0% |
| 30D | -3.4% | +0.6% | -4.0% | -3.6% |
| 3M | +3.6% | 0.0% | +3.7% | +3.2% |
| 6M | +9.0% | -3.4% | +12.4% | +8.5% |
| YTD | +12.2% | +1.0% | +11.2% | +10.6% |
| 1Y | +15.6% | +24.7% | -9.1% | +9.2% |
| 3Y | +51.6% | +97.2% | -45.6% | +23.6% |
| 5Y | +50.4% | -31.5% | +81.9% | +61.9% |
| All | +50.4% | -31.8% | +82.3% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling