+1,115.8%
RSP vs FITB
+122.6%
+993.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | +2.6% | +5.8% | -3.2% | +1.1% |
| 3M | -0.8% | -6.1% | +5.3% | +0.7% |
| 6M | +6.3% | +5.9% | +0.3% | +4.5% |
| YTD | +14.1% | +16.1% | -2.0% | +9.4% |
| 1Y | +18.0% | +28.8% | -10.8% | +10.2% |
| 3Y | +61.0% | +126.0% | -65.0% | +29.9% |
| 5Y | +45.6% | +45.3% | +0.3% | +28.5% |
| 10Y | +220.2% | +255.4% | -35.2% | +119.6% |
| All | +1,115.8% | +122.6% | +993.1% | +742.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling