+109.8%
FE vs RRC
+62.6%
+47.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | 0.0% | -10.8% | +10.8% | +0.7% |
| 30D | +5.2% | +22.3% | -17.1% | +3.6% |
| 3M | 0.0% | +26.6% | -26.6% | -1.8% |
| 6M | +5.0% | +18.9% | -13.9% | +3.5% |
| YTD | +7.9% | +39.2% | -31.3% | +5.0% |
| 1Y | +6.3% | +34.0% | -27.6% | +3.7% |
| 3Y | +46.0% | +42.0% | +4.0% | +40.8% |
| 5Y | +45.6% | +111.9% | -66.2% | +34.6% |
| All | +109.8% | +62.6% | +47.2% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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