+19.0%
RSP vs FN
-20.4%
+39.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.9% | -9.6% | +1.8% |
| 7D | +0.4% | +16.3% | -15.8% | -0.3% |
| 30D | +3.7% | -24.7% | +28.5% | +4.7% |
| 3M | +0.8% | -34.9% | +35.7% | +2.2% |
| 6M | +9.1% | -41.1% | +50.2% | +10.9% |
| YTD | +16.7% | -19.6% | +36.3% | +15.0% |
| All | +19.0% | -20.4% | +39.4% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling