+215.7%
RSP vs FFIV
+130.1%
+85.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | -0.3% | -2.9% | +2.6% | +0.7% |
| 30D | +4.4% | -32.4% | +36.9% | +17.5% |
| 3M | +1.3% | -22.7% | +24.0% | +8.2% |
| 6M | +10.0% | -10.7% | +20.7% | +10.9% |
| YTD | +17.6% | +25.4% | -7.7% | +3.3% |
| 1Y | +19.2% | +34.2% | -14.9% | +1.9% |
| 3Y | +66.0% | +101.2% | -35.2% | +17.0% |
| 5Y | +50.4% | +42.0% | +8.5% | +18.9% |
| 10Y | +215.7% | +126.7% | +89.0% | +90.4% |
| All | +215.7% | +130.1% | +85.6% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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