+213.4%
RSP vs F
+80.8%
+132.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.0% | +1.6% | -2.6% | -1.5% |
| 30D | +2.6% | +2.6% | -0.1% | +1.7% |
| 3M | -0.8% | -8.8% | +8.0% | +1.7% |
| 6M | +6.3% | +4.6% | +1.6% | +3.1% |
| YTD | +14.1% | -1.9% | +16.0% | +12.5% |
| 1Y | +18.0% | -0.8% | +18.8% | +15.8% |
| 3Y | +61.0% | +43.5% | +17.5% | +34.4% |
| 5Y | +45.6% | -12.1% | +57.7% | +36.6% |
| All | +213.4% | +80.8% | +132.6% | +91.5% |
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