+49.6%
RSP vs ELV
+6.8%
+42.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.5% |
| 7D | +0.7% | +3.8% | -3.1% | +0.1% |
| 30D | +3.7% | +4.1% | -0.4% | +2.9% |
| 3M | +0.7% | +8.5% | -7.8% | -0.8% |
| 6M | +9.0% | +14.6% | -5.6% | +6.1% |
| YTD | +16.7% | +24.4% | -7.7% | +11.2% |
| 1Y | +19.0% | +44.2% | -25.3% | +10.0% |
| 3Y | +64.7% | -1.4% | +66.1% | +62.1% |
| 5Y | +49.6% | +8.8% | +40.8% | +37.2% |
| All | +49.6% | +6.8% | +42.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling