+213.1%
RSP vs USFD
+365.4%
-152.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +4.4% | +12.3% | -7.9% | +0.9% |
| 3M | +1.3% | -0.7% | +2.0% | +1.2% |
| 6M | +10.0% | +31.3% | -21.3% | +1.2% |
| YTD | +17.6% | +45.7% | -28.1% | +4.1% |
| 1Y | +19.2% | +52.1% | -32.9% | +4.0% |
| 3Y | +66.0% | +158.2% | -92.2% | +23.3% |
| 5Y | +50.4% | +213.8% | -163.3% | +3.7% |
| All | +213.1% | +365.4% | -152.4% | +88.2% |
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