+209.1%
RSP vs ELF
+357.0%
-147.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -0.8% | +5.4% | -6.1% | -1.4% |
| 30D | -0.3% | +27.0% | -27.3% | -3.4% |
| 3M | +4.3% | +113.2% | -108.9% | -5.7% |
| 6M | +8.8% | +36.6% | -27.8% | +3.6% |
| YTD | +15.3% | +44.2% | -29.0% | +8.4% |
| 1Y | +18.3% | -18.0% | +36.3% | +18.0% |
| 3Y | +52.8% | -19.9% | +72.7% | +43.4% |
| 5Y | +51.7% | +257.7% | -206.0% | +7.1% |
| All | +209.1% | +357.0% | -147.8% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling