+213.4%
RSP vs FFIV
+126.1%
+87.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | -8.1% | +7.1% | +1.7% |
| 30D | +2.6% | -33.4% | +36.0% | +15.9% |
| 3M | -0.8% | -24.7% | +24.0% | +6.9% |
| 6M | +6.3% | -8.8% | +15.1% | +6.2% |
| YTD | +14.1% | +21.8% | -7.6% | +1.2% |
| 1Y | +18.0% | +25.3% | -7.3% | +3.4% |
| 3Y | +61.0% | +101.2% | -40.1% | +13.2% |
| 5Y | +45.6% | +40.2% | +5.4% | +15.4% |
| All | +213.4% | +126.1% | +87.3% | +88.4% |
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