+48.4%
RSP vs EMB
+7.3%
+41.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +2.4% | -0.9% | +3.3% | +3.3% |
| 30D | +4.3% | +0.4% | +3.9% | +4.0% |
| 3M | -0.3% | -3.1% | +2.8% | +3.0% |
| 6M | +9.8% | -2.1% | +11.9% | +12.3% |
| YTD | +16.8% | -1.1% | +17.9% | +18.3% |
| 1Y | +19.5% | -0.1% | +19.6% | +19.8% |
| 3Y | +65.1% | +29.6% | +35.6% | +30.1% |
| All | +48.4% | +7.3% | +41.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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