+208.0%
RSP vs FIVE
+478.4%
-270.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.6% |
| 7D | -0.8% | +4.3% | -5.0% | -1.7% |
| 30D | -0.3% | +12.5% | -12.8% | -3.0% |
| 3M | +4.3% | +31.2% | -27.0% | -2.1% |
| 6M | +8.8% | +14.4% | -5.5% | +4.5% |
| YTD | +15.3% | +33.9% | -18.6% | +6.7% |
| 1Y | +18.3% | +65.1% | -46.8% | +4.0% |
| 3Y | +52.8% | +49.0% | +3.8% | +30.2% |
| 5Y | +51.7% | +30.3% | +21.4% | +28.8% |
| All | +208.0% | +478.4% | -270.5% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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