+211.0%
RSP vs ET
+160.8%
+50.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | +2.5% | -0.2% | +1.6% |
| 30D | +4.3% | -2.5% | +6.7% | +4.9% |
| 3M | -0.3% | -4.9% | +4.5% | +0.9% |
| 6M | +9.8% | -0.1% | +9.9% | +9.5% |
| YTD | +16.8% | +26.2% | -9.4% | +8.6% |
| 1Y | +19.5% | +25.2% | -5.7% | +11.3% |
| 3Y | +65.1% | +84.2% | -19.0% | +36.6% |
| 5Y | +48.7% | +216.1% | -167.4% | +5.2% |
| All | +211.0% | +160.8% | +50.1% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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