+541.4%
FICO vs RSG
+452.6%
+88.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +2.5% | -0.3% | +0.3% |
| 30D | +0.1% | +12.7% | -12.6% | -8.9% |
| 3M | -35.2% | +17.9% | -53.1% | -42.8% |
| 6M | -32.4% | +25.0% | -57.3% | -42.8% |
| YTD | -57.4% | +20.8% | -78.2% | -63.1% |
| 1Y | -58.5% | +24.3% | -82.8% | -64.8% |
| 3Y | -28.9% | +65.3% | -94.1% | -53.1% |
| 5Y | +91.7% | +99.1% | -7.3% | +5.7% |
| All | +541.4% | +452.6% | +88.8% | +71.7% |
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 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