+213.2%
RSP vs USFD
+369.2%
-156.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.7% | +8.4% | -7.6% | -1.6% |
| 30D | +3.7% | +12.7% | -9.1% | +0.1% |
| 3M | +0.7% | +1.1% | -0.4% | +0.1% |
| 6M | +9.0% | +30.2% | -21.1% | +0.5% |
| YTD | +16.7% | +45.8% | -29.2% | +3.2% |
| 1Y | +19.0% | +51.9% | -33.0% | +3.9% |
| 3Y | +64.7% | +158.5% | -93.7% | +22.3% |
| 5Y | +49.6% | +208.0% | -158.5% | +3.6% |
| 10Y | +213.2% | +376.6% | -163.4% | +87.6% |
| All | +213.2% | +369.2% | -156.1% | +87.6% |
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