+210.3%
RSP vs EXC
+201.2%
+9.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.8% | -1.9% | +3.7% | +2.6% |
| 30D | +3.5% | +7.8% | -4.3% | +0.1% |
| 3M | +0.2% | +1.9% | -1.7% | -0.8% |
| 6M | +9.1% | +3.4% | +5.8% | +7.0% |
| YTD | +16.6% | +7.6% | +9.0% | +11.7% |
| 1Y | +17.9% | +2.1% | +15.8% | +15.5% |
| 3Y | +64.6% | +29.6% | +35.0% | +41.2% |
| 5Y | +48.4% | +39.5% | +8.9% | +20.5% |
| All | +210.3% | +201.2% | +9.1% | +95.2% |
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