+91.1%
RSG vs FFIV
+100.0%
-8.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.1% |
| 7D | 0.0% | +3.5% | -3.5% | -0.4% |
| 30D | +3.7% | -1.3% | +5.0% | +3.7% |
| 3M | +6.2% | +2.4% | +3.8% | +5.5% |
| 6M | -2.8% | +41.8% | -44.6% | -8.0% |
| YTD | +5.9% | +58.5% | -52.6% | -1.7% |
| 1Y | -1.8% | +24.3% | -26.1% | -5.5% |
| 3Y | +57.5% | +152.0% | -94.5% | +31.7% |
| 5Y | +91.1% | +99.1% | -8.0% | +66.3% |
| All | +91.1% | +100.0% | -8.9% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling