+173.5%
FN vs RSG
+97.2%
+76.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +11.6% |
| 7D | 0.0% | +1.2% | -1.2% | 0.0% |
| 30D | -34.3% | +14.2% | -48.5% | -34.3% |
| 3M | -39.9% | +18.2% | -58.0% | -40.1% |
| 6M | -51.8% | +24.4% | -76.2% | -52.9% |
| YTD | -28.1% | +17.9% | -46.0% | -29.4% |
| 1Y | -29.1% | +22.3% | -51.4% | -31.4% |
| 3Y | +102.4% | +65.1% | +37.3% | +63.8% |
| All | +173.5% | +97.2% | +76.3% | +93.1% |
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