+438.8%
FE vs RSG
+2,259.5%
-1,820.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.5% | +2.0% | -2.5% | -1.0% |
| 30D | +4.3% | +14.2% | -9.9% | +1.0% |
| 3M | +0.4% | +15.8% | -15.4% | -3.1% |
| 6M | +6.9% | +24.6% | -17.6% | +1.3% |
| YTD | +8.0% | +18.2% | -10.2% | +3.5% |
| 1Y | +4.8% | +22.8% | -17.9% | -0.5% |
| 3Y | +49.0% | +62.4% | -13.4% | +32.1% |
| 5Y | +46.2% | +96.0% | -49.8% | +23.9% |
| 10Y | +120.9% | +448.5% | -327.6% | +53.6% |
| All | +438.8% | +2,259.5% | -1,820.7% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling