+213.4%
RSP vs FIX
+3,608.1%
-3,394.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.6% |
| 7D | -1.0% | -17.5% | +16.4% | +2.7% |
| 30D | +2.6% | -41.6% | +44.2% | +14.8% |
| 3M | -0.8% | -40.6% | +39.8% | +10.0% |
| 6M | +6.3% | -49.4% | +55.6% | +20.9% |
| YTD | +14.1% | +9.2% | +5.0% | +5.2% |
| 1Y | +18.0% | +6.5% | +11.6% | +8.9% |
| 3Y | +61.0% | +448.7% | -387.7% | -16.8% |
| 5Y | +45.6% | +948.7% | -903.1% | -41.7% |
| All | +213.4% | +3,608.1% | -3,394.7% | -17.5% |
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