+4.2%
RRX vs FGI
-4.4%
+8.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | 0.0% |
| 7D | +3.4% | +0.5% | +2.9% | +3.4% |
| 30D | -11.1% | +65.4% | -76.5% | -12.7% |
| 3M | -23.7% | +23.5% | -47.2% | -24.8% |
| 6M | -22.0% | +60.5% | -82.5% | -24.2% |
| YTD | +16.5% | +30.0% | -13.5% | +13.5% |
| 1Y | +11.5% | +82.1% | -70.6% | +7.1% |
| All | +4.2% | -4.4% | +8.6% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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