+210.3%
RSP vs USFD
+359.1%
-148.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | +1.8% | +1.3% | +0.5% | +1.4% |
| 30D | +3.5% | +10.6% | -7.1% | +0.4% |
| 3M | +0.2% | -2.4% | +2.6% | +0.6% |
| 6M | +9.1% | +28.9% | -19.8% | +0.9% |
| YTD | +16.6% | +43.7% | -27.1% | +3.6% |
| 1Y | +17.9% | +48.5% | -30.6% | +3.6% |
| 3Y | +64.6% | +154.7% | -90.1% | +22.7% |
| 5Y | +48.4% | +218.4% | -170.0% | +2.0% |
| All | +210.3% | +359.1% | -148.7% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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