+576.2%
FE vs RRC
+301.8%
+274.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +1.9% | +1.3% | +0.6% | +1.8% |
| 30D | -1.2% | +10.1% | -11.3% | -2.0% |
| 3M | +3.5% | +4.0% | -0.5% | +3.0% |
| 6M | -6.1% | +1.6% | -7.6% | -6.4% |
| YTD | +7.6% | +19.7% | -12.1% | +5.6% |
| 1Y | +11.9% | +21.4% | -9.5% | +9.5% |
| 3Y | +48.4% | +29.7% | +18.8% | +43.0% |
| 5Y | +44.8% | +153.9% | -109.1% | +27.9% |
| 10Y | +115.9% | +10.8% | +105.1% | +87.1% |
| All | +576.2% | +301.8% | +274.4% | +435.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling