+143.1%
RSP vs ESTC
+24.7%
+118.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.3% | -2.6% | +2.3% | 0.0% |
| 30D | +4.4% | -8.6% | +13.0% | +5.6% |
| 3M | +1.3% | +14.4% | -13.1% | -1.5% |
| 6M | +10.0% | +73.3% | -63.3% | +0.2% |
| YTD | +17.6% | +15.7% | +1.9% | +12.8% |
| 1Y | +19.2% | -7.6% | +26.8% | +17.9% |
| 3Y | +66.0% | +14.6% | +51.5% | +50.8% |
| 5Y | +50.4% | -50.0% | +100.5% | +48.4% |
| All | +143.1% | +24.7% | +118.3% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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