+665.4%
FICO vs RSG
+418.8%
+246.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +5.0% | +5.1% |
| 7D | -10.6% | 0.0% | -10.6% | -10.4% |
| 30D | -6.3% | +3.7% | -10.0% | -8.7% |
| 3M | -19.7% | +6.2% | -25.9% | -22.8% |
| 6M | -31.8% | -2.8% | -29.0% | -30.1% |
| YTD | -41.8% | +5.9% | -47.7% | -44.1% |
| 1Y | -36.4% | -1.8% | -34.7% | -35.7% |
| 3Y | +9.3% | +57.5% | -48.2% | -25.6% |
| 5Y | +113.0% | +91.1% | +21.9% | +19.5% |
| 10Y | +665.4% | +428.1% | +237.4% | +94.5% |
| All | +665.4% | +418.8% | +246.7% | +94.5% |
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