+19.2%
RSP vs FTI
+50.1%
-30.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | +4.4% | -6.3% | +10.7% | +4.7% |
| 3M | +1.3% | -13.1% | +14.4% | +2.0% |
| 6M | +10.0% | -8.0% | +18.0% | +10.1% |
| YTD | +17.6% | +47.1% | -29.4% | +7.0% |
| 1Y | +19.2% | +50.7% | -31.4% | +7.3% |
| All | +19.2% | +50.1% | -30.8% | +7.3% |
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