+101.7%
FICO vs RSG
+91.5%
+10.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -15.4% | -0.7% | -14.7% | -14.9% |
| 30D | -10.4% | +3.3% | -13.7% | -11.9% |
| 3M | -22.7% | +8.5% | -31.2% | -25.7% |
| 6M | -36.8% | -3.5% | -33.2% | -35.2% |
| YTD | -44.8% | +5.5% | -50.3% | -46.1% |
| 1Y | -39.3% | -1.7% | -37.6% | -38.7% |
| 3Y | +3.7% | +56.9% | -53.2% | -20.7% |
| 5Y | +101.7% | +89.4% | +12.3% | +31.2% |
| All | +101.7% | +91.5% | +10.2% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling