+210.3%
RSP vs FIX
+3,615.9%
-3,405.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.2% |
| 7D | +1.8% | +17.0% | -15.2% | -1.9% |
| 30D | +3.5% | -30.6% | +34.1% | +11.2% |
| 3M | +0.2% | -35.0% | +35.2% | +8.8% |
| 6M | +9.1% | -44.0% | +53.1% | +21.3% |
| YTD | +16.6% | +21.1% | -4.5% | +4.8% |
| 1Y | +17.9% | +16.3% | +1.7% | +6.7% |
| 3Y | +64.6% | +507.4% | -442.8% | -17.0% |
| 5Y | +48.4% | +1,052.1% | -1,003.7% | -41.9% |
| All | +210.3% | +3,615.9% | -3,405.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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