+2,926.4%
V vs RSG
+1,019.4%
+1,907.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | +2.0% | +7.6% | -5.6% | -2.1% |
| 3M | +17.4% | +7.4% | +9.9% | +12.5% |
| 6M | +17.5% | -3.3% | +20.8% | +18.9% |
| YTD | +7.6% | +6.0% | +1.6% | +3.3% |
| 1Y | +7.7% | -3.7% | +11.4% | +8.9% |
| 3Y | +54.7% | +59.1% | -4.4% | +16.8% |
| 5Y | +73.0% | +89.0% | -16.0% | +16.8% |
| 10Y | +390.9% | +412.5% | -21.7% | +94.6% |
| All | +2,926.4% | +1,019.4% | +1,907.1% | +575.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling