+609.2%
RSP vs XHB
+173.9%
+435.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -1.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.1% |
| 30D | -0.3% | -6.9% | +6.5% | +3.3% |
| 3M | +4.3% | -1.3% | +5.5% | +4.3% |
| 6M | +8.8% | -6.8% | +15.6% | +11.6% |
| YTD | +15.3% | +0.7% | +14.5% | +13.1% |
| 1Y | +18.3% | -11.2% | +29.5% | +23.7% |
| 3Y | +52.8% | +25.3% | +27.5% | +29.5% |
| 5Y | +51.7% | +37.3% | +14.4% | +20.0% |
| 10Y | +208.5% | +211.5% | -3.1% | +53.2% |
| All | +609.2% | +173.9% | +435.3% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling