+209.8%
RSP vs FTI
+297.7%
-87.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -1.8% | -2.3% | +0.5% | -1.3% |
| 30D | -2.5% | +5.0% | -7.6% | -3.6% |
| 3M | +3.0% | +13.8% | -10.8% | -0.1% |
| 6M | +8.9% | +22.9% | -14.0% | +3.5% |
| YTD | +13.0% | +75.0% | -62.0% | -0.6% |
| 1Y | +16.2% | +96.9% | -80.6% | -0.5% |
| 3Y | +52.7% | +276.7% | -224.0% | +10.9% |
| 5Y | +50.5% | +1,157.0% | -1,106.6% | -20.3% |
| 10Y | +209.8% | +310.7% | -100.9% | +75.8% |
| All | +209.8% | +297.7% | -87.8% | +75.8% |
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