+89.5%
RSG vs FTV
-3.0%
+92.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | -1.8% | -5.2% | +3.4% | -0.7% |
| 30D | +2.8% | -11.5% | +14.3% | +5.5% |
| 3M | +4.3% | -9.0% | +13.3% | +6.2% |
| 6M | -0.5% | -2.0% | +1.5% | -0.7% |
| YTD | +5.2% | -0.9% | +6.2% | +4.4% |
| 1Y | -2.1% | +14.8% | -16.9% | -6.5% |
| 3Y | +56.5% | -5.5% | +62.0% | +55.0% |
| 5Y | +89.5% | -1.9% | +91.4% | +87.5% |
| All | +89.5% | -3.0% | +92.5% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling