+109.8%
FE vs RIO
+377.7%
-267.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | 0.0% | +2.2% | -2.3% | -0.4% |
| 30D | +5.2% | -10.1% | +15.3% | +7.0% |
| 3M | 0.0% | -14.1% | +14.1% | +2.4% |
| 6M | +5.0% | -18.9% | +23.9% | +8.4% |
| YTD | +7.9% | +9.9% | -2.0% | +4.7% |
| 1Y | +6.3% | +27.0% | -20.6% | +0.3% |
| 3Y | +46.0% | +50.1% | -4.1% | +32.0% |
| 5Y | +45.6% | +95.3% | -49.6% | +22.0% |
| All | +109.8% | +377.7% | -267.9% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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