+39.5%
EXC vs RSG
+100.8%
-61.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.7% |
| 7D | -1.9% | +1.4% | -3.4% | -2.6% |
| 30D | +7.8% | +15.0% | -7.3% | +0.8% |
| 3M | +1.9% | +18.5% | -16.6% | -6.1% |
| 6M | +3.4% | +25.8% | -22.4% | -7.6% |
| YTD | +7.6% | +20.8% | -13.2% | -2.4% |
| 1Y | +2.1% | +24.8% | -22.7% | -9.0% |
| 3Y | +29.6% | +65.9% | -36.3% | -2.6% |
| 5Y | +39.5% | +99.1% | -59.6% | -6.6% |
| All | +39.5% | +100.8% | -61.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling