+17.4%
RSP vs FTI
+98.5%
-81.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -1.5% | +12.3% | -13.9% | -2.3% |
| 3M | +4.8% | +13.8% | -9.0% | +3.6% |
| 6M | +10.3% | +24.3% | -14.0% | +7.0% |
| YTD | +14.1% | +75.8% | -61.7% | +6.4% |
| All | +17.4% | +98.5% | -81.1% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling