+122.7%
FE vs RRX
+222.4%
-99.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -0.4% | +5.4% | -5.8% | -1.2% |
| 30D | +3.6% | +12.0% | -8.4% | +1.6% |
| 3M | +0.3% | +6.1% | -5.8% | -1.0% |
| 6M | +6.4% | -13.2% | +19.6% | +7.3% |
| YTD | +8.1% | +31.0% | -22.8% | +0.4% |
| 1Y | +4.6% | +38.8% | -34.2% | -4.1% |
| 3Y | +49.1% | +70.3% | -21.2% | +24.5% |
| 5Y | +46.1% | +15.5% | +30.6% | +30.2% |
| 10Y | +122.7% | +213.7% | -91.0% | +42.3% |
| All | +122.7% | +222.4% | -99.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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