+2,943.1%
FN vs RSG
+1,042.8%
+1,900.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +12.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.8% |
| 30D | -34.3% | +14.2% | -48.5% | -38.8% |
| 3M | -39.9% | +18.2% | -58.0% | -45.1% |
| 6M | -51.8% | +24.4% | -76.2% | -57.9% |
| YTD | -28.1% | +17.9% | -46.0% | -36.1% |
| 1Y | -29.1% | +22.3% | -51.4% | -38.5% |
| 3Y | +102.4% | +65.1% | +37.3% | +42.6% |
| 5Y | +171.7% | +97.9% | +73.7% | +68.4% |
| 10Y | +773.5% | +464.6% | +308.9% | +160.7% |
| All | +2,943.1% | +1,042.8% | +1,900.3% | +389.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling