+16.4%
RSP vs ETR
+26.4%
-10.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -2.5% | +2.0% | -4.6% | -2.8% |
| 3M | +3.0% | -1.7% | +4.7% | +3.2% |
| 6M | +8.9% | +3.6% | +5.3% | +8.0% |
| YTD | +13.0% | +18.0% | -5.1% | +7.9% |
| All | +16.4% | +26.4% | -10.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling