+210.3%
RSP vs ESI
+321.1%
-110.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.2% |
| 7D | +1.8% | +8.3% | -6.5% | -0.9% |
| 30D | +3.5% | -10.4% | +13.9% | +6.7% |
| 3M | +0.2% | -13.2% | +13.4% | +3.9% |
| 6M | +9.1% | -23.9% | +33.0% | +16.6% |
| YTD | +16.6% | +34.2% | -17.6% | +0.1% |
| 1Y | +17.9% | +22.2% | -4.3% | +4.4% |
| 3Y | +64.6% | +79.2% | -14.6% | +22.7% |
| 5Y | +48.4% | +38.1% | +10.3% | +19.0% |
| All | +210.3% | +321.1% | -110.7% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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