+210.3%
RSP vs EME
+910.4%
-700.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.8% | +11.3% | -9.6% | -1.7% |
| 30D | +3.5% | -14.6% | +18.0% | +8.2% |
| 3M | +0.2% | -20.4% | +20.6% | +6.7% |
| 6M | +9.1% | -28.3% | +37.4% | +19.0% |
| YTD | +16.6% | +8.6% | +8.0% | +8.9% |
| 1Y | +17.9% | +3.2% | +14.7% | +11.9% |
| 3Y | +64.6% | +216.8% | -152.1% | -7.4% |
| 5Y | +48.4% | +417.5% | -369.1% | -34.2% |
| All | +210.3% | +910.4% | -700.0% | -0.1% |
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