+1,127.7%
RSP vs ELV
+1,399.4%
-271.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -0.8% | +3.3% | -4.1% | -1.8% |
| 30D | -0.3% | +4.2% | -4.5% | -1.7% |
| 3M | +4.3% | -0.1% | +4.3% | +3.6% |
| 6M | +8.8% | +41.3% | -32.4% | -4.0% |
| YTD | +15.3% | +17.4% | -2.2% | +7.1% |
| 1Y | +18.3% | +35.1% | -16.8% | +4.4% |
| 3Y | +52.8% | -3.2% | +56.1% | +46.3% |
| 5Y | +51.7% | +15.6% | +36.1% | +33.3% |
| 10Y | +208.5% | +276.8% | -68.3% | +67.5% |
| All | +1,127.7% | +1,399.4% | -271.7% | +271.5% |
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 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