+215.7%
RSP vs FTI
+180.1%
+35.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +4.4% | -6.3% | +10.7% | +5.6% |
| 3M | +1.3% | -13.1% | +14.4% | +3.9% |
| 6M | +10.0% | -8.0% | +18.0% | +11.0% |
| YTD | +17.6% | +47.1% | -29.4% | +7.0% |
| 1Y | +19.2% | +50.7% | -31.4% | +7.8% |
| 3Y | +66.0% | +209.0% | -142.9% | +25.6% |
| 5Y | +50.4% | +847.0% | -796.6% | -15.1% |
| 10Y | +215.7% | +184.3% | +31.4% | +93.4% |
| All | +215.7% | +180.1% | +35.6% | +93.4% |
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