+110.0%
FE vs RSG
+428.9%
-319.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.7% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -1.9% | +4.0% | -5.8% | -4.1% |
| 3M | -0.2% | +7.4% | -7.6% | -4.5% |
| 6M | -7.1% | +0.1% | -7.2% | -7.6% |
| YTD | +6.1% | +6.0% | +0.1% | +1.6% |
| 1Y | +10.1% | -3.0% | +13.1% | +11.0% |
| 3Y | +46.9% | +56.5% | -9.6% | +6.7% |
| 5Y | +50.0% | +90.9% | -40.9% | -6.8% |
| All | +110.0% | +428.9% | -319.0% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling