+45.4%
RSP vs F
-12.6%
+57.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | +2.6% | +2.6% | -0.1% | +1.9% |
| 3M | -0.8% | -8.8% | +8.0% | +1.3% |
| 6M | +6.3% | +4.6% | +1.6% | +3.6% |
| YTD | +14.1% | -1.9% | +16.0% | +12.7% |
| 1Y | +18.0% | -0.8% | +18.8% | +16.1% |
| 3Y | +61.0% | +43.5% | +17.5% | +37.1% |
| All | +45.4% | -12.6% | +57.9% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling