+46.3%
FE vs RRC
+110.6%
-64.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | -1.0% | -10.8% | +9.8% | -0.2% |
| 30D | +4.1% | +22.3% | -18.2% | +2.4% |
| 3M | -1.0% | +26.6% | -27.6% | -3.0% |
| 6M | +4.0% | +18.9% | -14.9% | +2.3% |
| YTD | +6.8% | +39.2% | -32.4% | +3.7% |
| 1Y | +5.3% | +34.0% | -28.7% | +2.4% |
| 3Y | +44.6% | +42.0% | +2.6% | +38.7% |
| All | +46.3% | +110.6% | -64.3% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling