+213.4%
RSP vs FICO
+512.2%
-298.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | +2.6% | +3.3% | -0.8% | +1.1% |
| 3M | -0.8% | -31.7% | +30.9% | +6.0% |
| 6M | +6.3% | -34.0% | +40.2% | +12.7% |
| YTD | +14.1% | -58.3% | +72.5% | +35.6% |
| 1Y | +18.0% | -57.9% | +75.9% | +39.6% |
| 3Y | +61.0% | -24.1% | +85.1% | +47.8% |
| 5Y | +45.6% | +85.3% | -39.7% | -7.4% |
| All | +213.4% | +512.2% | -298.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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