+209.8%
RSP vs FTV
+78.2%
+131.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.2% |
| 30D | -2.5% | -9.5% | +7.0% | +2.5% |
| 3M | +3.0% | -10.9% | +13.9% | +8.7% |
| 6M | +8.9% | -0.6% | +9.5% | +8.2% |
| YTD | +13.0% | +1.4% | +11.5% | +10.1% |
| 1Y | +16.2% | +17.6% | -1.4% | +4.3% |
| 3Y | +52.7% | -3.3% | +55.9% | +49.1% |
| 5Y | +50.5% | -0.1% | +50.6% | +41.8% |
| 10Y | +209.8% | +82.5% | +127.3% | +118.7% |
| All | +209.8% | +78.2% | +131.6% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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