+211.0%
RSP vs FTI
+189.4%
+21.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | +2.4% | +4.3% | -1.9% | +1.5% |
| 30D | +4.3% | -4.7% | +8.9% | +5.1% |
| 3M | -0.3% | -13.5% | +13.2% | +2.4% |
| 6M | +9.8% | -8.7% | +18.5% | +11.1% |
| YTD | +16.8% | +49.0% | -32.2% | +6.0% |
| 1Y | +19.5% | +54.0% | -34.5% | +7.6% |
| 3Y | +65.1% | +211.6% | -146.5% | +24.7% |
| 5Y | +48.7% | +881.9% | -833.2% | -16.7% |
| All | +211.0% | +189.4% | +21.6% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling