+211.0%
RSP vs F
+64.5%
+146.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | -3.1% | +5.5% | +3.3% |
| 30D | +4.3% | 0.0% | +4.2% | +4.2% |
| 3M | -0.3% | -13.2% | +12.9% | +3.8% |
| 6M | +9.8% | -10.2% | +20.0% | +12.2% |
| YTD | +16.8% | -4.9% | +21.8% | +16.2% |
| 1Y | +19.5% | -6.1% | +25.6% | +19.3% |
| 3Y | +65.1% | +46.0% | +19.2% | +36.8% |
| 5Y | +48.7% | -15.7% | +64.4% | +41.6% |
| All | +211.0% | +64.5% | +146.5% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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