+571.3%
FE vs RRC
+367.2%
+204.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | -1.0% | -10.8% | +9.8% | 0.0% |
| 30D | +4.1% | +22.3% | -18.2% | +2.1% |
| 3M | -1.0% | +26.6% | -27.6% | -3.3% |
| 6M | +4.0% | +18.9% | -14.9% | +2.0% |
| YTD | +6.8% | +39.2% | -32.4% | +3.2% |
| 1Y | +5.3% | +34.0% | -28.7% | +2.0% |
| 3Y | +44.6% | +42.0% | +2.6% | +37.9% |
| 5Y | +44.2% | +111.9% | -67.7% | +29.6% |
| 10Y | +107.3% | +62.8% | +44.5% | +72.9% |
| All | +571.3% | +367.2% | +204.1% | +423.7% |
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