+141.1%
RSP vs ESTC
+24.6%
+116.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.4% |
| 7D | +0.7% | -3.6% | +4.3% | +1.2% |
| 30D | +3.7% | -11.2% | +14.9% | +5.2% |
| 3M | +0.7% | +14.3% | -13.6% | -2.0% |
| 6M | +9.0% | +67.0% | -57.9% | -0.1% |
| YTD | +16.7% | +15.7% | +1.0% | +11.9% |
| 1Y | +19.0% | -6.3% | +25.2% | +17.4% |
| 3Y | +64.7% | +14.5% | +50.2% | +49.6% |
| 5Y | +49.6% | -49.9% | +99.5% | +47.5% |
| All | +141.1% | +24.6% | +116.5% | +71.9% |
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