+61.0%
RSP vs FTI
+191.5%
-130.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.9% |
| 7D | -1.0% | -7.6% | +6.6% | +0.2% |
| 30D | +2.6% | -7.1% | +9.7% | +3.6% |
| 3M | -0.8% | -8.7% | +7.9% | +0.3% |
| 6M | +6.3% | -14.0% | +20.3% | +8.3% |
| YTD | +14.1% | +42.8% | -28.7% | +4.6% |
| 1Y | +18.0% | +50.4% | -32.4% | +6.9% |
| 3Y | +61.0% | +194.1% | -133.1% | +26.6% |
| All | +61.0% | +191.5% | -130.4% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling