+180.4%
FITB vs RSG
+2,013.0%
-1,832.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -5.1% | +3.7% | -8.8% | -6.7% |
| 3M | +3.5% | +6.2% | -2.6% | +0.6% |
| 6M | +17.2% | -2.8% | +20.0% | +17.8% |
| YTD | +17.6% | +5.9% | +11.7% | +13.8% |
| 1Y | +23.4% | -1.8% | +25.1% | +23.0% |
| 3Y | +129.7% | +57.5% | +72.2% | +84.6% |
| 5Y | +68.4% | +91.1% | -22.7% | +23.2% |
| 10Y | +285.6% | +428.1% | -142.4% | +94.2% |
| All | +180.4% | +2,013.0% | -1,832.5% | +1.0% |
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