+215.6%
RSP vs F
+88.0%
+127.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.1% |
| 7D | +0.4% | -0.6% | +1.1% | +0.6% |
| 30D | +3.7% | +2.9% | +0.8% | +2.8% |
| 3M | +0.8% | -9.5% | +10.2% | +3.6% |
| 6M | +9.1% | +4.0% | +5.1% | +6.0% |
| YTD | +16.7% | -1.3% | +18.0% | +14.8% |
| 1Y | +19.7% | -1.9% | +21.6% | +17.9% |
| 3Y | +66.7% | +53.5% | +13.2% | +36.0% |
| 5Y | +48.7% | -15.1% | +63.8% | +41.5% |
| 10Y | +215.6% | +81.0% | +134.6% | +91.4% |
| All | +215.6% | +88.0% | +127.6% | +91.4% |
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