+612.2%
RSP vs FN
+2,575.5%
-1,963.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.2% | +11.4% | -0.9% |
| 7D | -1.4% | -16.0% | +14.5% | +0.6% |
| 30D | +2.1% | -40.1% | +42.2% | +9.1% |
| 3M | -0.9% | -43.9% | +43.0% | +6.0% |
| 6M | +7.5% | -55.6% | +63.2% | +17.5% |
| YTD | +14.6% | -35.7% | +50.2% | +16.1% |
| 1Y | +17.6% | -39.8% | +57.5% | +19.9% |
| 3Y | +60.8% | +80.3% | -19.5% | +30.0% |
| 5Y | +46.1% | +143.3% | -97.1% | +9.3% |
| 10Y | +221.4% | +682.3% | -460.9% | +94.5% |
| All | +612.2% | +2,575.5% | -1,963.3% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling