+51.5%
RSP vs XHB
+37.2%
+14.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -1.5% | -9.1% | +7.5% | +2.8% |
| 3M | +4.8% | -2.3% | +7.1% | +5.3% |
| 6M | +10.3% | -4.1% | +14.4% | +11.3% |
| YTD | +14.1% | -1.7% | +15.8% | +13.4% |
| 1Y | +17.0% | -15.1% | +32.1% | +24.6% |
| 3Y | +54.2% | +26.8% | +27.4% | +29.2% |
| 5Y | +51.5% | +37.3% | +14.2% | +17.6% |
| All | +51.5% | +37.2% | +14.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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