+215.7%
RSP vs FIX
+3,814.3%
-3,598.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | -0.3% |
| 7D | -0.3% | +6.4% | -6.7% | -2.0% |
| 30D | +4.4% | -29.1% | +33.5% | +11.7% |
| 3M | +1.3% | -31.1% | +32.4% | +8.4% |
| 6M | +10.0% | -42.8% | +52.8% | +21.7% |
| YTD | +17.6% | +24.6% | -7.0% | +5.0% |
| 1Y | +19.2% | +21.9% | -2.7% | +6.6% |
| 3Y | +66.0% | +524.9% | -458.9% | -16.9% |
| 5Y | +50.4% | +1,092.2% | -1,041.8% | -41.6% |
| 10Y | +215.7% | +3,759.0% | -3,543.4% | -18.1% |
| All | +215.7% | +3,814.3% | -3,598.6% | -18.1% |
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