+420.8%
RSG vs FFIV
+249.4%
+171.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.1% |
| 7D | 0.0% | +5.4% | -5.4% | -1.0% |
| 30D | +4.0% | -2.7% | +6.6% | +4.4% |
| 3M | +7.4% | +4.5% | +2.8% | +5.9% |
| 6M | +0.1% | +42.2% | -42.1% | -7.8% |
| YTD | +6.0% | +61.3% | -55.3% | -5.3% |
| 1Y | -3.0% | +23.0% | -26.0% | -8.3% |
| 3Y | +56.5% | +156.3% | -99.8% | +21.9% |
| 5Y | +90.9% | +102.9% | -11.9% | +54.8% |
| All | +420.8% | +249.4% | +171.5% | +255.9% |
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