+210.3%
RSP vs FDS
+127.0%
+83.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | +1.8% | -2.6% | +4.3% | +2.6% |
| 30D | +3.5% | +14.1% | -10.6% | -1.3% |
| 3M | +0.2% | +19.8% | -19.6% | -6.6% |
| 6M | +9.1% | +55.0% | -45.8% | -9.1% |
| YTD | +16.6% | +15.9% | +0.7% | +7.4% |
| 1Y | +17.9% | +24.2% | -6.3% | +5.0% |
| 3Y | +64.6% | -24.0% | +88.6% | +78.6% |
| 5Y | +48.4% | -23.3% | +71.7% | +57.7% |
| All | +210.3% | +127.0% | +83.4% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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