+208.0%
RSP vs FIX
+5,813.3%
-5,605.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | -0.8% | +6.0% | -6.8% | -2.1% |
| 30D | -0.3% | -7.2% | +6.9% | +1.2% |
| 3M | +4.3% | -15.9% | +20.1% | +7.2% |
| 6M | +8.8% | +12.7% | -3.9% | +3.0% |
| YTD | +15.3% | +72.8% | -57.5% | -2.8% |
| 1Y | +18.3% | +122.9% | -104.6% | -8.1% |
| 3Y | +52.8% | +774.3% | -721.5% | -27.4% |
| 5Y | +51.7% | +2,049.5% | -1,997.8% | -48.1% |
| All | +208.0% | +5,813.3% | -5,605.3% | -22.1% |
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