+48.7%
RSP vs ETR
+162.9%
-114.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +1.9% |
| 7D | +0.4% | +1.7% | -1.3% | -0.1% |
| 30D | +3.7% | +8.7% | -5.0% | +1.1% |
| 3M | +0.8% | +4.9% | -4.2% | -0.8% |
| 6M | +9.1% | +0.8% | +8.3% | +8.6% |
| YTD | +16.7% | +23.1% | -6.4% | +8.3% |
| 1Y | +19.7% | +17.9% | +1.8% | +12.7% |
| 3Y | +66.7% | +154.5% | -87.8% | +16.3% |
| 5Y | +48.7% | +160.3% | -111.6% | +2.2% |
| All | +48.7% | +162.9% | -114.2% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling