+613.1%
RSP vs ET
+1,435.0%
-821.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | -0.3% | +7.5% | -7.8% | -2.1% |
| 3M | +4.3% | +11.4% | -7.1% | +1.4% |
| 6M | +8.8% | +18.5% | -9.7% | +4.1% |
| YTD | +15.3% | +37.4% | -22.1% | +6.2% |
| 1Y | +18.3% | +30.9% | -12.7% | +10.2% |
| 3Y | +52.8% | +98.7% | -45.9% | +27.7% |
| 5Y | +51.7% | +230.7% | -179.0% | +11.0% |
| 10Y | +208.5% | +175.6% | +32.9% | +118.4% |
| All | +613.1% | +1,435.0% | -821.9% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling