+209.8%
RSP vs XME
+412.4%
-202.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -2.5% | +1.4% | -3.9% | -3.3% |
| 3M | +3.0% | +2.7% | +0.3% | +1.2% |
| 6M | +8.9% | +6.5% | +2.4% | +4.6% |
| YTD | +13.0% | +15.2% | -2.2% | +4.2% |
| 1Y | +16.2% | +43.5% | -27.3% | -3.2% |
| 3Y | +52.7% | +135.9% | -83.2% | +0.5% |
| 5Y | +50.5% | +181.5% | -131.0% | -11.6% |
| 10Y | +209.8% | +436.9% | -227.0% | +21.2% |
| All | +209.8% | +412.4% | -202.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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