+205.9%
RSP vs ELF
+334.6%
-128.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.4% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | -1.5% | +5.9% | -7.4% | -2.3% |
| 3M | +4.8% | +99.5% | -94.7% | -4.4% |
| 6M | +10.3% | +26.5% | -16.3% | +6.0% |
| YTD | +14.1% | +37.2% | -23.1% | +8.0% |
| 1Y | +17.0% | -24.4% | +41.4% | +17.9% |
| 3Y | +54.2% | -23.3% | +77.5% | +45.4% |
| 5Y | +51.5% | +245.2% | -193.7% | +7.4% |
| All | +205.9% | +334.6% | -128.7% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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