-80.8%
FIG vs RSG
-3.6%
-77.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -12.2% | -1.8% | -10.4% | -11.8% |
| 30D | -11.0% | +2.8% | -13.8% | -11.7% |
| 3M | +11.9% | +4.3% | +7.6% | +11.4% |
| 6M | -21.9% | -0.5% | -21.4% | -20.5% |
| YTD | -40.8% | +5.2% | -46.0% | -39.6% |
| 1Y | -56.6% | -2.1% | -54.5% | -53.4% |
| All | -80.8% | -3.6% | -77.2% | -79.7% |
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 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