+121.0%
FE vs RIO
+356.2%
-235.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +3.9% | -10.5% | +14.4% | +5.8% |
| 3M | -0.1% | -15.9% | +15.8% | +2.7% |
| 6M | +6.1% | -22.3% | +28.4% | +10.3% |
| YTD | +8.1% | +9.3% | -1.3% | +4.9% |
| 1Y | +4.4% | +23.0% | -18.6% | -0.9% |
| 3Y | +49.0% | +52.1% | -3.0% | +34.3% |
| 5Y | +46.1% | +88.9% | -42.7% | +23.1% |
| All | +121.0% | +356.2% | -235.2% | +65.3% |
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