+532.3%
RSP vs EMB
+132.1%
+400.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -0.3% | -0.3% | 0.0% | -0.1% |
| 3M | +4.3% | -0.4% | +4.7% | +4.6% |
| 6M | +8.8% | +0.1% | +8.7% | +8.8% |
| YTD | +15.3% | +1.6% | +13.7% | +14.0% |
| 1Y | +18.3% | +5.6% | +12.7% | +13.6% |
| 3Y | +52.8% | +29.8% | +23.0% | +26.1% |
| 5Y | +51.7% | +7.3% | +44.4% | +43.1% |
| 10Y | +208.5% | +30.4% | +178.0% | +159.5% |
| All | +532.3% | +132.1% | +400.2% | +326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling