+211.0%
RSP vs FN
+700.1%
-489.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +1.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.1% |
| 30D | +4.3% | -16.5% | +20.8% | +6.2% |
| 3M | -0.3% | -42.1% | +41.8% | +6.5% |
| 6M | +9.8% | -52.9% | +62.7% | +19.6% |
| YTD | +16.8% | -28.0% | +44.8% | +15.6% |
| 1Y | +19.5% | -18.5% | +38.0% | +15.1% |
| 3Y | +65.1% | +93.9% | -28.7% | +24.8% |
| 5Y | +48.7% | +170.5% | -121.8% | +0.1% |
| All | +211.0% | +700.1% | -489.2% | +64.7% |
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