+1,142.0%
RSP vs ELV
+1,488.8%
-346.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +3.5% | +1.1% | +2.4% | +3.0% |
| 3M | +0.2% | +8.2% | -8.0% | -2.6% |
| 6M | +9.1% | +10.2% | -1.1% | +4.6% |
| YTD | +16.6% | +24.4% | -7.8% | +6.1% |
| 1Y | +17.9% | +33.8% | -15.9% | +4.5% |
| 3Y | +64.6% | -1.4% | +66.0% | +56.6% |
| 5Y | +48.4% | +5.8% | +42.6% | +35.1% |
| 10Y | +212.9% | +269.1% | -56.1% | +71.5% |
| All | +1,142.0% | +1,488.8% | -346.7% | +267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling