+1,120.4%
RSP vs FE
+285.1%
+835.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | +2.1% | +6.4% | -4.3% | -0.5% |
| 3M | -0.9% | -0.5% | -0.5% | -0.8% |
| 6M | +7.5% | +4.7% | +2.8% | +5.1% |
| YTD | +14.6% | +8.4% | +6.2% | +10.1% |
| 1Y | +17.6% | +7.2% | +10.4% | +13.5% |
| 3Y | +60.8% | +44.9% | +15.9% | +34.7% |
| 5Y | +46.1% | +46.3% | -0.1% | +20.6% |
| 10Y | +221.4% | +110.3% | +111.1% | +113.5% |
| All | +1,120.4% | +285.1% | +835.3% | +585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling