+12.3%
FN vs RSG
-2.3%
+14.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +1.6% |
| 7D | +3.5% | -0.7% | +4.3% | +2.7% |
| 30D | -26.0% | +3.3% | -29.3% | -22.9% |
| 3M | -33.3% | +8.5% | -41.7% | -26.5% |
| 6M | -14.9% | -3.5% | -11.4% | -14.7% |
| YTD | -8.6% | +5.5% | -14.1% | -0.2% |
| 1Y | +12.3% | -1.7% | +14.0% | +15.8% |
| All | +12.3% | -2.3% | +14.6% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling