+1,127.7%
RSP vs F
+220.4%
+907.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.9% |
| 7D | -0.8% | +5.3% | -6.1% | -2.2% |
| 30D | -0.3% | +4.6% | -4.9% | -1.7% |
| 3M | +4.3% | -3.7% | +7.9% | +5.1% |
| 6M | +8.8% | +16.8% | -8.0% | +2.7% |
| YTD | +15.3% | +15.3% | 0.0% | +8.9% |
| 1Y | +18.3% | +31.0% | -12.7% | +7.1% |
| 3Y | +52.8% | +45.4% | +7.4% | +30.1% |
| 5Y | +51.7% | +54.7% | -3.0% | +21.8% |
| 10Y | +208.5% | +98.2% | +110.2% | +115.8% |
| All | +1,127.7% | +220.4% | +907.4% | +488.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling