+289.3%
FN vs RSG
+89.4%
+199.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.2% |
| 7D | -1.7% | +0.3% | -1.9% | -1.7% |
| 30D | -22.0% | +7.6% | -29.6% | -22.5% |
| 3M | -43.0% | +7.4% | -50.4% | -43.8% |
| 6M | -27.7% | -3.3% | -24.5% | -27.0% |
| YTD | -10.5% | +6.0% | -16.5% | -12.2% |
| 1Y | +12.5% | -3.7% | +16.2% | +13.8% |
| 3Y | +153.8% | +59.1% | +94.7% | +100.3% |
| All | +289.3% | +89.4% | +199.9% | +182.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling