+579.0%
FE vs RRX
+1,011.1%
-432.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.3% | +12.6% | -12.9% | -2.5% |
| 30D | +3.9% | +10.6% | -6.7% | +1.5% |
| 3M | -0.1% | +4.6% | -4.7% | -1.5% |
| 6M | +6.1% | -13.6% | +19.7% | +7.2% |
| YTD | +8.1% | +29.4% | -21.3% | -0.4% |
| 1Y | +4.4% | +31.9% | -27.5% | -4.3% |
| 3Y | +49.0% | +68.3% | -19.2% | +24.5% |
| 5Y | +46.1% | +13.2% | +32.9% | +29.3% |
| 10Y | +122.6% | +209.9% | -87.4% | +51.0% |
| All | +579.0% | +1,011.1% | -432.1% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling