+203.4%
RSP vs EME
+1,301.6%
-1,098.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -3.1% | +0.9% | -4.1% | -3.5% |
| 30D | -3.4% | -8.4% | +5.0% | -0.9% |
| 3M | +3.6% | -3.6% | +7.2% | +3.4% |
| 6M | +9.0% | +3.6% | +5.4% | +5.5% |
| YTD | +12.2% | +22.5% | -10.3% | +1.7% |
| 1Y | +15.6% | +18.2% | -2.6% | +4.4% |
| 3Y | +51.6% | +238.4% | -186.7% | -15.0% |
| 5Y | +50.4% | +550.5% | -500.1% | -37.9% |
| All | +203.4% | +1,301.6% | -1,098.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling