+53.0%
RSP vs FTI
+1,129.5%
-1,076.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.8% | +5.3% | -6.0% | -1.6% |
| 30D | -0.3% | +15.3% | -15.7% | -2.8% |
| 3M | +4.3% | +15.8% | -11.5% | +1.4% |
| 6M | +8.8% | +22.6% | -13.8% | +4.4% |
| YTD | +15.3% | +79.5% | -64.3% | +3.1% |
| 1Y | +18.3% | +102.0% | -83.7% | +3.4% |
| 3Y | +52.8% | +315.8% | -263.0% | +15.5% |
| All | +53.0% | +1,129.5% | -1,076.5% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling