+621.4%
RSP vs ET
+1,311.7%
-690.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.8% | +3.0% | -1.3% | +1.0% |
| 30D | +3.5% | -3.5% | +6.9% | +4.3% |
| 3M | +0.2% | -5.6% | +5.8% | +1.5% |
| 6M | +9.1% | +0.5% | +8.6% | +8.7% |
| YTD | +16.6% | +26.3% | -9.7% | +9.5% |
| 1Y | +17.9% | +25.7% | -7.7% | +10.8% |
| 3Y | +64.6% | +85.1% | -20.5% | +39.8% |
| 5Y | +48.4% | +216.4% | -168.0% | +9.9% |
| 10Y | +212.9% | +160.9% | +52.0% | +125.4% |
| All | +621.4% | +1,311.7% | -690.3% | +91.8% |
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