+208.6%
RSP vs ELF
+342.6%
-134.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.1% |
| 7D | -1.0% | +4.0% | -5.0% | -1.5% |
| 30D | +2.6% | +10.6% | -8.0% | +1.2% |
| 3M | -0.8% | +25.8% | -26.6% | -3.9% |
| 6M | +6.3% | +89.1% | -82.8% | -2.8% |
| YTD | +14.1% | +52.7% | -38.6% | +6.4% |
| 1Y | +18.0% | +51.7% | -33.7% | +9.9% |
| 3Y | +61.0% | +14.2% | +46.8% | +43.3% |
| 5Y | +45.6% | +270.7% | -225.1% | +2.0% |
| All | +208.6% | +342.6% | -134.0% | +88.6% |
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