+69.4%
RRX vs FGI
+12.3%
+57.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.3% |
| 7D | +12.6% | +13.5% | -0.9% | +12.4% |
| 30D | +10.6% | +17.1% | -6.5% | +10.3% |
| 3M | +4.6% | +78.0% | -73.4% | +2.7% |
| 6M | -13.6% | +46.4% | -60.0% | -15.2% |
| YTD | +29.4% | +47.7% | -18.3% | +25.8% |
| 1Y | +31.9% | +56.8% | -24.9% | +27.8% |
| All | +69.4% | +12.3% | +57.2% | +70.4% |
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