+131.2%
FITB vs RSG
+57.7%
+73.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -5.7% | +4.0% | -9.6% | -6.4% |
| 3M | +3.2% | +7.4% | -4.2% | +1.7% |
| 6M | +23.4% | +0.1% | +23.3% | +23.2% |
| YTD | +18.8% | +6.0% | +12.8% | +16.7% |
| 1Y | +25.0% | -3.0% | +27.9% | +25.6% |
| 3Y | +131.2% | +56.5% | +74.7% | +95.3% |
| All | +131.2% | +57.7% | +73.5% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling