+69.7%
V vs RSG
+90.7%
-21.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +1.9% | +3.7% | -1.8% | +0.3% |
| 3M | +13.2% | +6.2% | +7.1% | +10.1% |
| 6M | +16.7% | -2.8% | +19.5% | +17.9% |
| YTD | +5.4% | +5.9% | -0.5% | +2.1% |
| 1Y | +7.7% | -1.8% | +9.4% | +7.9% |
| 3Y | +52.0% | +57.5% | -5.5% | +21.0% |
| All | +69.7% | +90.7% | -21.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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