+403.6%
RSG vs FTV
+89.3%
+314.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.7% | -0.4% | -0.4% | -0.6% |
| 30D | +3.3% | -8.3% | +11.6% | +6.1% |
| 3M | +8.5% | -7.4% | +15.9% | +10.7% |
| 6M | -3.5% | -1.2% | -2.3% | -3.8% |
| YTD | +5.5% | +2.7% | +2.8% | +3.3% |
| 1Y | -1.7% | +18.4% | -20.2% | -8.6% |
| 3Y | +56.9% | -2.0% | +58.9% | +52.4% |
| 5Y | +89.4% | +3.4% | +86.0% | +77.0% |
| 10Y | +412.5% | +78.5% | +334.0% | +278.5% |
| All | +403.6% | +89.3% | +314.3% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling