+1,143.3%
RSP vs ETR
+1,081.2%
+62.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +1.7% |
| 7D | +0.4% | +1.7% | -1.3% | -0.4% |
| 30D | +3.7% | +8.7% | -5.0% | -0.3% |
| 3M | +0.8% | +4.9% | -4.2% | -1.6% |
| 6M | +9.1% | +0.8% | +8.3% | +8.2% |
| YTD | +16.7% | +23.1% | -6.4% | +4.5% |
| 1Y | +19.7% | +17.9% | +1.8% | +9.3% |
| 3Y | +66.7% | +154.5% | -87.8% | +1.4% |
| 5Y | +48.7% | +160.3% | -111.6% | -12.2% |
| 10Y | +215.6% | +366.9% | -151.4% | +31.5% |
| All | +1,143.3% | +1,081.2% | +62.1% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling