+52.4%
RSP vs ET
+97.4%
-44.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.8% | +0.6% | -2.5% | -2.0% |
| 30D | -2.5% | +5.3% | -7.8% | -4.1% |
| 3M | +3.0% | +15.6% | -12.6% | -1.8% |
| 6M | +8.9% | +20.6% | -11.7% | +2.1% |
| YTD | +13.0% | +38.5% | -25.6% | +0.6% |
| 1Y | +16.2% | +35.7% | -19.5% | +4.2% |
| All | +52.4% | +97.4% | -44.9% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling