+123.4%
FE vs RSG
+452.6%
-329.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +2.5% | -1.3% | -0.2% |
| 30D | +4.5% | +12.7% | -8.2% | -2.6% |
| 3M | +1.3% | +17.9% | -16.6% | -8.2% |
| 6M | +8.7% | +25.0% | -16.3% | -5.2% |
| YTD | +9.2% | +20.8% | -11.6% | -3.3% |
| 1Y | +7.0% | +24.3% | -17.3% | -7.0% |
| 3Y | +51.4% | +65.3% | -13.9% | +7.2% |
| 5Y | +47.7% | +99.1% | -51.4% | -9.2% |
| All | +123.4% | +452.6% | -329.2% | -21.5% |
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