+213.2%
RSP vs FE
+110.9%
+102.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.7% | -0.5% | +1.3% | +0.9% |
| 30D | +3.7% | +4.3% | -0.6% | +2.1% |
| 3M | +0.7% | +0.4% | +0.3% | +0.5% |
| 6M | +9.0% | +6.9% | +2.1% | +6.2% |
| YTD | +16.7% | +8.0% | +8.7% | +13.0% |
| 1Y | +19.0% | +4.8% | +14.1% | +16.3% |
| 3Y | +64.7% | +49.0% | +15.8% | +39.8% |
| 5Y | +49.6% | +46.2% | +3.4% | +26.9% |
| 10Y | +213.2% | +120.9% | +92.3% | +152.0% |
| All | +213.2% | +110.9% | +102.3% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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