+226.2%
RSP vs FTV
+90.8%
+135.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -0.8% | -4.5% | +3.7% | +1.5% |
| 30D | -0.3% | -7.1% | +6.7% | +3.3% |
| 3M | +4.3% | -7.2% | +11.4% | +7.7% |
| 6M | +8.8% | -1.5% | +10.3% | +8.7% |
| YTD | +15.3% | +3.5% | +11.8% | +11.2% |
| 1Y | +18.3% | +20.3% | -2.1% | +5.0% |
| 3Y | +52.8% | -3.1% | +55.9% | +49.3% |
| 5Y | +51.7% | +2.3% | +49.4% | +41.2% |
| 10Y | +208.5% | +76.3% | +132.2% | +119.1% |
| All | +226.2% | +90.8% | +135.4% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling