+76.5%
RSP vs EXE
+192.2%
-115.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.4% | -1.8% | +1.4% | -0.1% |
| 30D | -1.5% | +6.4% | -7.9% | -2.6% |
| 3M | +4.8% | +9.2% | -4.4% | +3.0% |
| 6M | +10.3% | -7.0% | +17.3% | +11.3% |
| YTD | +14.1% | -9.5% | +23.5% | +15.4% |
| 1Y | +17.0% | +6.2% | +10.8% | +14.4% |
| 3Y | +54.2% | +20.7% | +33.4% | +45.6% |
| 5Y | +51.5% | +103.6% | -52.1% | +29.9% |
| All | +76.5% | +192.2% | -115.7% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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