+204.4%
RSP vs FITB
+285.0%
-80.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -0.4% | +2.8% | -3.2% | -1.5% |
| 30D | -1.5% | -4.5% | +3.0% | +0.2% |
| 3M | +4.8% | +5.7% | -0.9% | +2.4% |
| 6M | +10.3% | +17.1% | -6.8% | +3.3% |
| YTD | +14.1% | +18.3% | -4.3% | +6.0% |
| 1Y | +17.0% | +23.9% | -6.9% | +6.5% |
| 3Y | +54.2% | +131.1% | -76.9% | +8.1% |
| 5Y | +51.5% | +71.1% | -19.6% | +15.8% |
| 10Y | +204.4% | +283.9% | -79.5% | +56.3% |
| All | +204.4% | +285.0% | -80.6% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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