+93.9%
FN vs RSG
+66.5%
+27.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +0.3% | +2.5% | -2.2% | +1.6% |
| 30D | -16.5% | +12.7% | -29.3% | -10.9% |
| 3M | -42.1% | +17.9% | -60.0% | -36.9% |
| 6M | -52.9% | +25.0% | -77.9% | -48.1% |
| YTD | -28.0% | +20.8% | -48.8% | -21.1% |
| 1Y | -18.5% | +24.3% | -42.8% | -11.2% |
| 3Y | +93.9% | +65.3% | +28.6% | +95.8% |
| All | +93.9% | +66.5% | +27.4% | +95.8% |
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 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