+49.0%
FE vs RRX
+73.4%
-24.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | 0.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.3% | +9.0% | -4.7% | +4.1% |
| 3M | +0.4% | +4.0% | -3.6% | +0.3% |
| 6M | +6.9% | -15.7% | +22.7% | +7.2% |
| YTD | +8.0% | +29.0% | -21.0% | +6.5% |
| 1Y | +4.8% | +35.2% | -30.4% | +3.2% |
| 3Y | +49.0% | +67.7% | -18.8% | +32.1% |
| All | +49.0% | +73.4% | -24.4% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling