+16.2%
RSP vs ELV
+30.5%
-14.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -1.8% | -2.2% | +0.4% | -1.6% |
| 30D | -2.5% | -0.2% | -2.3% | -2.5% |
| 3M | +3.0% | -6.1% | +9.1% | +3.5% |
| 6M | +8.9% | +42.8% | -33.9% | +4.4% |
| YTD | +13.0% | +14.4% | -1.4% | +10.2% |
| 1Y | +16.2% | +28.6% | -12.4% | +11.5% |
| All | +16.2% | +30.5% | -14.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling