+109.2%
FE vs RIO
+600.2%
-491.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +0.6% | +1.9% | -1.3% | +0.3% |
| 30D | -2.1% | +5.0% | -7.1% | -3.0% |
| 3M | +2.6% | +5.1% | -2.5% | +1.5% |
| 6M | -6.8% | +17.6% | -24.4% | -10.0% |
| YTD | +6.9% | +36.3% | -29.4% | +0.1% |
| 1Y | +11.6% | +71.2% | -59.6% | -0.2% |
| 3Y | +47.7% | +102.7% | -55.0% | +26.6% |
| 5Y | +46.2% | +99.6% | -53.4% | +23.3% |
| 10Y | +109.2% | +603.1% | -493.9% | +36.4% |
| All | +109.2% | +600.2% | -491.0% | +36.4% |
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