+120.9%
FE vs RIO
+353.3%
-232.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -0.5% | +3.6% | -4.1% | -1.1% |
| 30D | +4.3% | -10.8% | +15.1% | +6.3% |
| 3M | +0.4% | -15.2% | +15.6% | +3.1% |
| 6M | +6.9% | -18.0% | +25.0% | +10.2% |
| YTD | +8.0% | +11.0% | -3.0% | +4.6% |
| 1Y | +4.8% | +26.4% | -21.5% | -1.0% |
| 3Y | +49.0% | +54.4% | -5.4% | +33.9% |
| 5Y | +46.2% | +98.1% | -51.9% | +22.0% |
| 10Y | +120.9% | +358.5% | -237.7% | +64.2% |
| All | +120.9% | +353.3% | -232.5% | +64.2% |
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