+203.4%
RSP vs ET
+179.3%
+24.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | -3.4% | +4.6% | -8.0% | -4.6% |
| 3M | +3.6% | +16.0% | -12.4% | -0.8% |
| 6M | +9.0% | +22.8% | -13.8% | +2.5% |
| YTD | +12.2% | +38.9% | -26.7% | +1.9% |
| 1Y | +15.6% | +34.1% | -18.5% | +5.9% |
| 3Y | +51.6% | +98.8% | -47.2% | +23.5% |
| 5Y | +50.4% | +246.8% | -196.4% | +4.5% |
| All | +203.4% | +179.3% | +24.1% | +111.0% |
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