+1,127.7%
RSP vs FE
+282.4%
+845.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.6% |
| 30D | -0.3% | -1.2% | +0.8% | +0.1% |
| 3M | +4.3% | +3.5% | +0.8% | +2.6% |
| 6M | +8.8% | -6.1% | +14.9% | +11.2% |
| YTD | +15.3% | +7.6% | +7.6% | +11.2% |
| 1Y | +18.3% | +11.9% | +6.4% | +12.1% |
| 3Y | +52.8% | +48.4% | +4.4% | +26.6% |
| 5Y | +51.7% | +44.8% | +6.9% | +25.7% |
| 10Y | +208.5% | +115.9% | +92.6% | +102.2% |
| All | +1,127.7% | +282.4% | +845.4% | +592.4% |
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