+53.0%
RSP vs FND
-60.2%
+113.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -0.8% | -5.2% | +4.5% | +0.3% |
| 30D | -0.3% | -19.9% | +19.5% | +4.4% |
| 3M | +4.3% | +2.7% | +1.6% | +2.7% |
| 6M | +8.8% | -21.7% | +30.5% | +13.4% |
| YTD | +15.3% | -17.5% | +32.8% | +18.1% |
| 1Y | +18.3% | -39.3% | +57.6% | +29.6% |
| 3Y | +52.8% | -49.8% | +102.6% | +68.3% |
| All | +53.0% | -60.2% | +113.2% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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