+436.8%
FE vs RSG
+2,015.2%
-1,578.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +1.9% | +0.3% | +1.7% | +1.9% |
| 30D | -1.2% | +7.6% | -8.7% | -2.9% |
| 3M | +3.5% | +7.4% | -3.9% | +1.7% |
| 6M | -6.1% | -3.3% | -2.8% | -5.5% |
| YTD | +7.6% | +6.0% | +1.6% | +5.9% |
| 1Y | +11.9% | -3.7% | +15.6% | +12.6% |
| 3Y | +48.4% | +59.1% | -10.7% | +32.4% |
| 5Y | +44.8% | +89.0% | -44.2% | +23.9% |
| 10Y | +115.9% | +412.5% | -296.6% | +53.1% |
| All | +436.8% | +2,015.2% | -1,578.4% | +216.7% |
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