+61.0%
RSP vs FN
+101.0%
-40.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.0% | -1.2% |
| 7D | -1.0% | 0.0% | -1.0% | -1.2% |
| 30D | +2.6% | -34.3% | +36.9% | +5.6% |
| 3M | -0.8% | -39.9% | +39.1% | +2.4% |
| 6M | +6.3% | -51.8% | +58.1% | +11.2% |
| YTD | +14.1% | -28.1% | +42.3% | +13.3% |
| 1Y | +18.0% | -29.1% | +47.1% | +17.0% |
| 3Y | +61.0% | +102.4% | -41.4% | +31.6% |
| All | +61.0% | +101.0% | -40.0% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling