+420.8%
RSG vs FTV
+80.7%
+340.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | 0.0% | -4.0% | +4.0% | +1.3% |
| 30D | +4.0% | -11.0% | +15.0% | +7.8% |
| 3M | +7.4% | -8.4% | +15.8% | +10.0% |
| 6M | +0.1% | -2.6% | +2.7% | +0.2% |
| YTD | +6.0% | -0.6% | +6.6% | +4.8% |
| 1Y | -3.0% | +11.0% | -13.9% | -7.8% |
| 3Y | +56.5% | -6.3% | +62.8% | +54.3% |
| 5Y | +90.9% | -1.5% | +92.5% | +81.4% |
| All | +420.8% | +80.7% | +340.1% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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