+213.4%
RSP vs EXC
+175.8%
+37.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | -1.0% | -1.2% | +0.1% | -0.6% |
| 30D | +2.6% | +10.0% | -7.4% | -1.6% |
| 3M | -0.8% | +1.6% | -2.4% | -1.7% |
| 6M | +6.3% | +3.3% | +3.0% | +4.3% |
| YTD | +14.1% | +7.6% | +6.6% | +9.4% |
| 1Y | +18.0% | +3.5% | +14.5% | +14.9% |
| 3Y | +61.0% | +27.7% | +33.4% | +39.5% |
| 5Y | +45.6% | +41.1% | +4.5% | +17.9% |
| All | +213.4% | +175.8% | +37.6% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling