+213.4%
RSP vs FE
+105.3%
+108.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -1.0% | -1.0% | 0.0% | -0.7% |
| 30D | +2.6% | +4.1% | -1.6% | +1.1% |
| 3M | -0.8% | -1.0% | +0.2% | -0.5% |
| 6M | +6.3% | +4.0% | +2.3% | +4.5% |
| YTD | +14.1% | +6.8% | +7.3% | +10.9% |
| 1Y | +18.0% | +5.3% | +12.7% | +15.2% |
| 3Y | +61.0% | +44.6% | +16.4% | +38.3% |
| 5Y | +45.6% | +44.2% | +1.4% | +24.2% |
| All | +213.4% | +105.3% | +108.1% | +154.9% |
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