+6,348.4%
FICO vs RSG
+2,252.1%
+4,096.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.9% | +1.2% | -2.1% | -1.4% |
| 30D | +3.3% | +14.2% | -10.8% | -1.9% |
| 3M | -31.7% | +18.2% | -49.9% | -36.0% |
| 6M | -34.0% | +24.4% | -58.3% | -39.2% |
| YTD | -58.3% | +17.9% | -76.2% | -60.8% |
| 1Y | -57.9% | +22.3% | -80.3% | -61.0% |
| 3Y | -24.1% | +65.1% | -89.2% | -37.5% |
| 5Y | +85.3% | +97.9% | -12.6% | +41.7% |
| 10Y | +520.3% | +464.6% | +55.7% | +234.6% |
| All | +6,348.4% | +2,252.1% | +4,096.2% | +2,346.4% |
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