+208.0%
RSP vs FE
+115.1%
+92.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | -0.3% | -1.2% | +0.8% | 0.0% |
| 3M | +4.3% | +3.5% | +0.8% | +2.9% |
| 6M | +8.8% | -6.1% | +14.9% | +10.9% |
| YTD | +15.3% | +7.6% | +7.6% | +11.8% |
| 1Y | +18.3% | +11.9% | +6.4% | +13.0% |
| 3Y | +52.8% | +48.4% | +4.4% | +30.0% |
| 5Y | +51.7% | +44.8% | +6.9% | +29.3% |
| All | +208.0% | +115.1% | +92.9% | +146.5% |
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