+890.0%
FN vs RSG
+415.1%
+475.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +3.5% | -0.7% | +4.3% | +3.8% |
| 30D | -26.0% | +3.3% | -29.3% | -26.9% |
| 3M | -33.3% | +8.5% | -41.7% | -36.0% |
| 6M | -14.9% | -3.5% | -11.4% | -14.9% |
| YTD | -8.6% | +5.5% | -14.1% | -12.3% |
| 1Y | +12.3% | -1.7% | +14.0% | +10.7% |
| 3Y | +174.4% | +56.9% | +117.5% | +107.5% |
| 5Y | +296.4% | +89.4% | +207.0% | +166.0% |
| 10Y | +890.0% | +412.5% | +477.5% | +254.5% |
| All | +890.0% | +415.1% | +475.0% | +254.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling