+448.0%
RSG vs FFIV
+118.6%
+329.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +12.7% | -32.4% | +45.1% | +20.1% |
| 3M | +17.9% | -25.7% | +43.6% | +23.0% |
| 6M | +25.0% | -13.5% | +38.5% | +25.7% |
| YTD | +20.8% | +21.1% | -0.3% | +12.3% |
| 1Y | +24.3% | +29.4% | -5.1% | +13.7% |
| 3Y | +65.3% | +94.9% | -29.6% | +33.3% |
| 5Y | +99.1% | +34.7% | +64.3% | +73.9% |
| All | +448.0% | +118.6% | +329.4% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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