+71.7%
RRX vs FGI
+1.5%
+70.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.5% |
| 7D | +7.5% | -7.0% | +14.5% | +7.6% |
| 30D | +3.0% | -4.2% | +7.2% | +3.0% |
| 3M | -5.3% | +55.6% | -60.9% | -7.0% |
| 6M | -26.6% | -3.2% | -23.5% | -27.4% |
| YTD | +21.2% | +29.1% | -7.9% | +18.1% |
| 1Y | +25.9% | +51.0% | -25.0% | +22.1% |
| 3Y | +71.7% | +1.5% | +70.2% | +74.1% |
| All | +71.7% | +1.5% | +70.2% | +74.1% |
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