+56.9%
RSG vs FFIV
+141.9%
-85.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.7% | -1.5% | +0.8% | -0.7% |
| 30D | +3.3% | -2.7% | +5.9% | +3.4% |
| 3M | +8.5% | -1.7% | +10.1% | +8.3% |
| 6M | -3.5% | +36.1% | -39.6% | -6.6% |
| YTD | +5.5% | +52.6% | -47.1% | +0.9% |
| 1Y | -1.7% | +21.5% | -23.2% | -3.9% |
| 3Y | +56.9% | +142.7% | -85.8% | +40.3% |
| All | +56.9% | +141.9% | -85.0% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling