+2,551.5%
RSG vs FFIV
+6,144.1%
-3,592.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +1.6% | -2.9% | +4.5% | +1.8% |
| 30D | +13.5% | -32.4% | +45.9% | +16.2% |
| 3M | +16.3% | -22.7% | +39.0% | +17.9% |
| 6M | +26.9% | -10.7% | +37.6% | +27.2% |
| YTD | +19.1% | +25.4% | -6.3% | +16.4% |
| 1Y | +21.8% | +34.2% | -12.3% | +18.5% |
| 3Y | +63.5% | +101.2% | -37.7% | +53.8% |
| 5Y | +98.6% | +42.0% | +56.7% | +90.5% |
| 10Y | +444.4% | +126.7% | +317.7% | +402.4% |
| All | +2,551.5% | +6,144.1% | -3,592.6% | +2,015.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling