+1,115.8%
RSP vs FFIV
+4,434.5%
-3,318.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | -8.1% | +7.1% | +1.0% |
| 30D | +2.6% | -33.4% | +36.0% | +12.3% |
| 3M | -0.8% | -24.7% | +24.0% | +5.0% |
| 6M | +6.3% | -8.8% | +15.1% | +6.9% |
| YTD | +14.1% | +21.8% | -7.6% | +6.1% |
| 1Y | +18.0% | +25.3% | -7.3% | +8.8% |
| 3Y | +61.0% | +101.2% | -40.1% | +30.0% |
| 5Y | +45.6% | +40.2% | +5.4% | +27.1% |
| 10Y | +220.2% | +129.0% | +91.2% | +142.9% |
| All | +1,115.8% | +4,434.5% | -3,318.7% | +332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling