+46.1%
RSP vs FN
+148.3%
-102.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.2% | +11.4% | -1.4% |
| 7D | -1.4% | -16.0% | +14.5% | +0.1% |
| 30D | +2.1% | -40.1% | +42.2% | +7.5% |
| 3M | -0.9% | -43.9% | +43.0% | +4.4% |
| 6M | +7.5% | -55.6% | +63.2% | +15.4% |
| YTD | +14.6% | -35.7% | +50.2% | +15.0% |
| 1Y | +17.6% | -39.8% | +57.5% | +18.8% |
| 3Y | +60.8% | +80.3% | -19.5% | +27.2% |
| 5Y | +46.1% | +143.3% | -97.1% | +0.1% |
| All | +46.1% | +148.3% | -102.1% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling