+208.0%
RSP vs FN
+900.0%
-692.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.0% |
| 7D | -0.8% | -1.7% | +0.9% | -0.5% |
| 30D | -0.3% | -22.0% | +21.7% | +2.9% |
| 3M | +4.3% | -43.0% | +47.3% | +12.2% |
| 6M | +8.8% | -27.7% | +36.6% | +10.8% |
| YTD | +15.3% | -10.5% | +25.8% | +11.9% |
| 1Y | +18.3% | +12.5% | +5.8% | +9.0% |
| 3Y | +52.8% | +153.8% | -101.0% | +11.8% |
| 5Y | +51.7% | +288.0% | -236.3% | -3.2% |
| All | +208.0% | +900.0% | -692.0% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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