+49.6%
RSP vs FIVE
+18.8%
+30.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.7% | +7.3% | -6.6% | -0.5% |
| 30D | +3.7% | +18.1% | -14.4% | +0.8% |
| 3M | +0.7% | +7.7% | -7.0% | -0.9% |
| 6M | +9.0% | +13.6% | -4.6% | +5.9% |
| YTD | +16.7% | +34.6% | -17.9% | +9.5% |
| 1Y | +19.0% | +66.2% | -47.3% | +7.4% |
| 3Y | +64.7% | +43.5% | +21.3% | +48.3% |
| 5Y | +49.6% | +20.7% | +28.9% | +35.5% |
| All | +49.6% | +18.8% | +30.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling