+417.0%
RSG vs FDS
+66.9%
+350.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | +1.2% |
| 7D | -1.8% | -16.0% | +14.2% | +3.5% |
| 30D | +2.8% | -6.7% | +9.5% | +4.7% |
| 3M | +4.3% | +6.0% | -1.7% | +1.5% |
| 6M | -0.5% | +25.1% | -25.6% | -9.5% |
| YTD | +5.2% | -8.1% | +13.4% | +5.9% |
| 1Y | -2.1% | -26.0% | +23.9% | +5.9% |
| 3Y | +56.5% | -36.4% | +92.9% | +76.5% |
| 5Y | +89.5% | -27.7% | +117.2% | +99.1% |
| All | +417.0% | +66.9% | +350.1% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling