-43.2%
FN vs RSG
+25.7%
-68.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.2% | +7.1% |
| 7D | +8.0% | +1.6% | +6.4% | +11.7% |
| 30D | -19.1% | +13.5% | -32.6% | +0.5% |
| 3M | -29.8% | +16.3% | -46.1% | -9.1% |
| 6M | -43.2% | +26.9% | -70.1% | -23.0% |
| All | -43.2% | +25.7% | -68.9% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling